Break-Even Realized Vol From Hedging P&L 1

A delta-hedged long option has gamma 0.04, spot 100, implied volatility 0.2, and hedge horizon 0.083 years. Over that horizon, the diffusion-style hedging P&L attributable to volatility mismatch is observed to be 0.6374 using the approximation 0.5*Gamma*S^2*(sigma_real^2 - sigma_imp^2)*dt. What realized volatility sigma_real is implied?