mathematical Finance. Please show the detial about (c). Thank you.

2. (8 pt) In this question, we consider a Black-Scholes market with a riskless asset and a non-dividend- paying stock. (a) (2 pt) Assume that the stock price is $52, the interest rate is %12 compounded continuously, and the stock volatility is %30 per annum. What is the price of a European call option on the stock with the strike price $50 and maturity of 3 months? (b) (2 pt) What is the price of a European put option on the stock, with the strike price $70 and maturity of 6 months, when the stock price is $69, the interest rate is %5 compounded continuously, and the stock volatility is %35 per annum? (c) (4 pt) A European call option on the stock, with the strike price of $13 and maturity of 3 months, has a market price of $2.5. The current stock price is $15 and the effective interest rate is 5% compounded continuously. The implied volatility is the value of the parameter o that is consistent with an option price. What is the implied volatility of the European call option