Assume that the Black-Scholes framework holds. You are given: i. ii. iii. iv. V. The current price of the stock is 105. The continuously compounded risk-free rate of return is 9%. The expected return of the stock is 15% (i.e., a = 15%). The stock pays continuously compounded dividends at a rate of 7%. The Sharpe ratio of the 1-year 100-strike call option is 24%. Find the volatility of the call option (Ocall).