Task: Table-QA (source dataset: FinQA)

Task: 
You are given a table containing structured data and a natural language question referring to the table. Your goal is to analyze the table and provide an accurate and concise answer based on the given data.

Instructions:
1. Understand the Table: Examine the structure, headers, and data in the table. Identify relevant columns and rows related to the question.
2. Interpret the Question: Determine whether the question requires direct retrieval, aggregation, comparison, sorting, filtering, or inference.
3. Extract the Answer: Use logical reasoning and numerical operations (if necessary) to derive the correct response from the table.
4. Format the Answer: No explanation, return the answer in a structured JSON format: {"answer": <answer>}. If the question cannot be answered due to missing or ambiguous data, return a JSON response with {"answer": null}.

Table:
| Unnamed: 0                                | 2009             | 2008             | 2007             |
|:------------------------------------------|:-----------------|:-----------------|:-----------------|
| weighted-average fair value at grant date | $ 14.24          | $ 17.95          | $ 21.07          |
| expected option life ( years )            | 4.6              | 5.1              | 4.8              |
| expected volatility                       | 39.2% ( 39.2 % ) | 28.2% ( 28.2 % ) | 28.9% ( 28.9 % ) |
| risk-free interest rate at grant date     | 1.9% ( 1.9 % )   | 2.9% ( 2.9 % )   | 4.5% ( 4.5 % )   |
| dividend yield                            | none             | none             | none             |

Question:
what was the percent of the change of the expected volatility from 2008 to 2009


pre_text: humana inc .
notes to consolidated financial statements 2014 ( continued ) value , or the excess of the market value over the exercise or purchase price , of stock options exercised and restricted stock awards vested during the period .
the actual tax benefit realized for the deductions taken on our tax returns from option exercises and restricted stock vesting totaled $ 16.3 million in 2009 , $ 16.9 million in 2008 , and $ 48.0 million in 2007 .
there was no capitalized stock-based compensation expense .
the stock plans provide that one restricted share is equivalent to 1.7 stock options .
at december 31 , 2009 , there were 12818855 shares reserved for stock award plans , including 4797304 shares of common stock available for future grants assuming all stock options or 2821944 shares available for future grants assuming all restricted shares .
stock options stock options are granted with an exercise price equal to the average market value of the underlying common stock on the date of grant .
our stock plans , as approved by the board of directors and stockholders , define average market value as the average of the highest and lowest stock prices reported by the new york stock exchange on a given date .
exercise provisions vary , but most options vest in whole or in part 1 to 3 years after grant and expire 7 to 10 years after grant .
upon grant , stock options are assigned a fair value based on the black-scholes valuation model .
compensation expense is recognized on a straight-line basis over the total requisite service period , generally the total vesting period , for the entire award .
for stock options granted on or after january 1 , 2010 to retirement eligible employees , the compensation expense is recognized on a straight-line basis over the shorter of the requisite service period or the period from the date of grant to an employee 2019s eligible retirement date .
the weighted-average fair value of each option granted during 2009 , 2008 , and 2007 is provided below .
the fair value was estimated on the date of grant using the black-scholes pricing model with the weighted-average assumptions indicated below: .
post_text: when valuing employee stock options , we stratify the employee population into three homogenous groups that historically have exhibited similar exercise behaviors .
these groups are executive officers , directors , and all other employees .
we value the stock options based on the unique assumptions for each of these employee groups .
we calculate the expected term for our employee stock options based on historical employee exercise behavior and base the risk-free interest rate on a traded zero-coupon u.s .
treasury bond with a term substantially equal to the option 2019s expected term .
the volatility used to value employee stock options is based on historical volatility .
we calculate historical volatility using a simple-average calculation methodology based on daily price intervals as measured over the expected term of the option. .
label: 0.39007000000000003
qa: answer: 39%
explanation: the expected volatility increased by 39% from 2008 to 2009
ann_table_rows: 3
steps: op: minus2-1
arg1: 39.2
arg2: 28.2
res: 11
op: divide2-2
arg1: #0
arg2: 28.2
res: 39%
program: subtract(39.2, 28.2), divide(#0, 28.2)
gold_inds: table_3: the expected volatility of 2009 is 39.2% ( 39.2 % ) ; the expected volatility of 2008 is 28.2% ( 28.2 % ) ; the expected volatility of 2007 is 28.9% ( 28.9 % ) ;
exe_ans: 0.39007000000000003
tfidftopn: text_19: the volatility used to value employee stock options is based on historical volatility .
table_2: The expected option life ( years ) of 2009 is 4.6 ; The expected option life ( years ) of 2008 is 5.1 ; The expected option life ( years ) of 2007 is 4.8 ;
program_re: divide(subtract(39.2, 28.2), 28.2)
model_input: text_13
the fair value was estimated on the date of grant using the black-scholes pricing model with the weighted-average assumptions indicated below: .
table_3
the expected volatility of 2009 is 39.2% ( 39.2 % ) ; the expected volatility of 2008 is 28.2% ( 28.2 % ) ; the expected volatility of 2007 is 28.9% ( 28.9 % ) ;
text_20
we calculate historical volatility using a simple-average calculation methodology based on daily price intervals as measured over the expected term of the option. .