Obtain the implied volatility for a $3-$month European call option with a strike of $45$ that is currently priced at $$7\mathrm{.}63.$ The risk$-$free interest rate is $6\%$ per annum with continuous compounding, the price of the underlying stock is $52,$ and the underlying stock pays a continuous dividend yield at a rate of $2\%.$

Explain all your steps and ONLY use Excel to show your work. Provide the answer as well