The stock price $(S(0))$ today equals $$100.$ Assume that the Black$-$Scholes setting holds. Let $r$ denote the

continuously compounded risk$-$free interest rate. Consider a European call option with exercise date $T=$

$10$ and strike price $K=S(0)e^{rT}.$ You are given that its price today equals $$68\mathrm{.}26.$ The goal of this problem is

to obtain the implied volatility of the stock $S.$