A six-month European call option on a non-dividend-paying stock is trading at a price of $3.6. The underlying stock price is $30, the strike price is $29, and the continuously compounded risk-free interest rate is 6% per annum. What is the implied volatility of this option according to the Black-Schole-Merton model? Your answer should be a decimal instead of a percentage, with the precision up to the second digit after the decimal point. For example, if your answer is 50%, write 0.50.

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