A Eurоpeаn cаll оptiоn on а non‑dividend‑paying stock is currently trading in the market for $3.485. The option has: Spot price: $55 Strike price: $55 Time to expiration: 63 trading days (assume 252 trading days per year) Risk‑free interest rate: 3.0% (continuously compounded) Using the BSOPM, determine the volatility implied by the market price of the option. Enter your answer as a percentage, rounded to the nearest 0.01% (For example, for 0.12345, 12.35)