The price of the options on XYZ Corp. The current stock price is $100/share. Risk free rate =5%.

I need help on estimating the implied volatility of XYZ Corp stocks. The price of the options on XYZ Corp. The current stock price is $100/share. Risk free rate =5%. I project the stock price of XYZ will either be $90 or $120 in a year. I want to borrow or lend money at the risk-free rate =5%. Using the risk-neutral approach to price 1 -year call option on the company XYz with strik price =$105. I need help with computing the implied volatility?