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For a European call option on a stock, you are given: (i) The price of the stock is 50. (ii) The time to expiry is 9 months (iii) The strike price is 50e^0.0225. (iv) The continuous dividend yield of the stock is 2%. (v) The continuously compounded risk-free interest rate is 5%. (iv) The price of the call option is 5.09. Calculate the implied volatility of the stock using the Black-Scholes formula