Please explain and show all working

Consider a 6-month American call option on a dividend-paying share. The current share price is $40, the strike price is $40, the volatility is 10% per year, and the risk-free interest rate (continuously compounding) is 3% per year. A dividend of 4% will be paid after two months. Construct an appropriate 3-step binominal tree to estimate the option price. Show all your works.