g$.$ BABA is a volatile stock and its stock price is expected to fluctuate within $+-50\%$ from its current price level $($$$20).$ To avoid getting a marginal call, Jeremy can put more cash into his brokerage account when he first establishes the long position, i$.$e$.,$ his initial margin is larger than the IMR which is at $50\%.$ What is the initial margin such that he will never get a margin call? Assume the price drop happens immediately after he purchases the stock.