Consider a stock selling for $$100,$ with volatility $($standard deviation$)$ of $30\%$ per year. The stock pays no dividends. The risk$-$free continuously compounded interest rate is $4\%.$ The call option on this stock has a strike price $95$ and $3-$month maturity. If the call option sells for $$12,$ what is its Black$-$Scholes implied volatility? Your answer should be reported as a decimal. For example if the volatility is $30\%,$ you should enter your answer as $\mathrm{.}30.$