What is the implied volatility of a European call option with the following

parameters?

$c=$$$5$

$s0=$$$40$

$k=$$$40$

$r=10\%$

$T=0\mathrm{.}5$ years

$($Enter $11\mathrm{.}51\%$ as $0\mathrm{.}1151.$ Required precision $\frac{+}{-}0\mathrm{.}0002)$