Write a python program to implement the binomial tree method to price an American call option with dollar dividend paying stocks: compute the price of a 6-month American call option on a stock is expected to pay dividends of $1 per share at 2.5 month. The current stock price is $30, the exercise price is $34, the risk-free interest rate is 10% per annum, Assume that the volatility of the part of the stock price that will not be used to pay the dividends is 30% per annum. Divide the life of the option into six time steps.