Suppose that the stock price at time zero is $S_0=$$$100,$ the continuously compounded riskfree rate is $3\%$ p$.$a$.$ and that a European call option written on $S$ with strike price $$109\mathrm{.}42$ and maturity $t=1$ year has a delta of $=0\mathrm{.}42074.$ Find the implied volatility of the stock to the nearest $1\%.$