You know the current value of a call option on the S&P$500$ with a strike price of $$1350$ and one$-$year maturity is $$76.$ The S&P$500$ is currently trading for $$1313\mathrm{.}50,$ and it is expected to pay a $2\%$ dividend yield over the next few years. The current term structure is flat at $5\%.(*)$ What is the implied volatility of the call option?

$14\mathrm{.}6$

$($Use at least four decimals for intermediate calculations, and write your final answers with one decimal$)$

$(*)$ Using the Black$-$Scholes model, what would you estimate the value of a put with a strike of $$1300$ on the S&P$500$ to be$?$ $