need help with problem

2. [3 points] Suppose that the stock price process S(t), t2 0 with 5(0) 2 100 satises dS(t) = S(t)(0.03dt+adZ*(t)); t> 0, Where Z * (t), t Z 0 is a standard Brownian motion under the riskneutral probability. Assume that a is less than 0.3 and the stock pays dividends continuously at a rate proportional to its price with dividend yield 2%. Suppose that the delta of a twoyear, 100strike put option on this stock is 0.32 . Derive the implied volatility for this option