Break-Even Realized Vol From Hedging P&L 2

A delta-hedged long option has gamma 0.03, spot 80, implied volatility 0.25, and hedge horizon 0.167 years. Over that horizon, the diffusion-style hedging P&L attributable to volatility mismatch is observed to be -0.4826 using the approximation 0.5*Gamma*S^2*(sigma_real^2 - sigma_imp^2)*dt. What realized volatility sigma_real is implied?