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What is volatility of underlying asset

Problem:

Suppose that he spot price of the Canadian dollar is US $0.75 and that the Canadian dollar/US dollar exchange rate has a volatility of 4% per annum. The risk-free rates of interest in Canada and the United States are 9% and 7% per annum, respectively.

Using the Black-Shole formula to calculate the value of a European call option to buy one Canadian dollar for US$ 0.75 in 9 months.

So=$0.75 US/Canadian, R = 0.07, Rf 0.09, T = 9/12, K =$0.75 US/Canadian

What is volatility of underlying asset?

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