Table:
December 31, 2018	December 31, 2019

Exercise price	1.25	1.25

Risk-free interest rate	2.46%	1.59%

Dividend yield	0.00%	0.00%

Expected volatility	152%	133%

Contractual term	2.15 years	1.15 years

Answer the following question leveraging both the table and the accompanying text, include the steps to get the answer if you wish, but end your response with {"answer": ["ANSWER"], "scale": "SCALE"} (scale blank when not needed).

Context:
The fair value of the derivative feature of the 127,346 and 295,945 warrants issued to the placement agent of the Company’s 2016 private offering and to a holder of its debt for debt cancellation in connection with the Merger, respectively on the issuance dates and at the balance sheet date were calculated using a Black-Scholes option model valued with the following assumptions:
Risk-free interest rate: The Company uses the risk-free interest rate of a U.S. Treasury Note with a similar expected term on the date of measurement.
Dividend yield: The Company uses a 0% expected dividend yield as the Company has not paid dividends to date and does not anticipate declaring dividends in the near future.
Volatility: The Company calculates the expected volatility of the stock price based on the corresponding volatility of the Company’s peer group stock price for a period consistent with the warrants’ expected term.
Expected term: The Company’s expected term is based on the remaining contractual maturity of the warrants.
During the year ended December 31, 2019 and 2018, the Company marked the derivative feature of the warrants to fair value and recorded a loss of $343,857 and a gain
of $250,241 relating to the change in fair value, respectively.

Question: What is the change in the risk-free interest rate between 2018 and 2019?

2.46 - 1.59 , therefore {"answer": "0.87", "scale": "percent"}