3. Consider the following binomial option pricing problem involving an American call. The call has two periods to go before expiring. Current stock price is 30, and exercise price is 25. The risk-free rate is 0.05, the value of u is 1.15, and the value of d is o.90. The stock pays a dividend at the end of the first period at the rate of 0.06. Find the value of the call.