Question: Using the Black-Scholes model (BSOPM), compute the standard deviation that is implied by the following call option data as: the time (in fraction of 1

Using the Black-Scholes model (BSOPM), compute the standard deviation
that is implied by the following call option data as: the time (in fraction of 1 year)
to the option's maturity is 0.25, the price of the underlying optioned asset is
RM30, the continuously compounded risk-free interest rate is 0.12, the exercise
or striking price is RM28, and the cost or premium of the call is RM1.90.

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