Question: Please solve this question. Thanks. 5. A stock is currently trading at $100. Consider a European call option with 1 year to maturity and strike

Please solve this question. Thanks.

5. A stock is currently trading at $100. Consider a European call option with 1 year to maturity and strike price $105. The continuously compounded risk-free interest rate is 10% per annum. The option currently trade at $7.50. Calculate the implied volatility

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