Consider the following binomial option pricing problem involving an American call. This call has two periods to go before expiring. Its stock price is $30, and its exercise price is 25. The risk-free rate is rf =0.05, the value of u is 1.15, and the value of d is 0.90. The stock pays a dividend at the end of the first period at the rate of 0.06. Find the value of the call.