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A six-month European call option on a non-dividend-paying stock is trading at a price of $4.0. The underlying stock price is $30, the strike price

A six-month European call option on a non-dividend-paying stock is trading at a price of $4.0. 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?

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