At an investment firm, an FX trader is responsible for quoting a currency call option that has a 7-month maturity period. The defining characteristic of this option is a strike price that is 1.075 times the current spot price. In order to accurately formulate this quote, the trader relies on the following table of implied volatility data:

Time to expiration	Strike price to spot price ratio (K/So)	0.90	0.95	1.00	1.05	1.10
1 month		9.25	8.55	8.05	8.70	9.45
3 months		9.10	8.70	8.30	8.75	9.15
6 months		9.45	9.05	8.70	9.10	9.45
1 year		9.65	9.50	9.35	9.55	9.75

Using the information provided on the implied volatility surface, which implied volatility should the trader select for quoting the currency call option?