A European call option on a stock has an exercise date one year away and a strike price of $320$ p$.$ The underlying stock has a current price of $350$ p$.$ The option is priced at $52\mathrm{.}73p.$ The continuously compounded risk$-$free interest rate is $4\%$ p$.$a$.$ Estimate the stock price volatility to within $0\mathrm{.}5\%$ p$.$a$.$ assuming the Black$-$Scholes model applies.