A market-maker on the foreign exchange (FX) desk at an investment bank has been asked to provide a quote for an FX call option that expires in 7 months. The option has a strike price (K) to spot price (S₀) ratio of 1.075. The market-maker references the following implied volatility surface when creating the quote:

| Time to expiration | Strike price to spot price ratio (K/S₀) |

|--------------------|------------------------------------------|

| | 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 |

What implied volatility should the market-maker use to create the quote?