CreateBlendTreeAsset.cs

using UnityEditor;
using UnityEngine;
using UnityEditor.Animations;
using System.IO;

public class CreateBlendTreeAsset
{
    [MenuItem("Assets/Create/Animation Blend Tree", priority = 402)]
    private static void CreateBlendTree()
    {
        var directory = GetSelectedDirectory();
        var asset = new BlendTree();
        var path = Path.Combine(directory, "New Blend Tree.asset");
        // display immedate rename prompt in the project window
        ProjectWindowUtil.CreateAsset(asset, path);
    }

    private static string GetSelectedDirectory()
    {
        var activeObject = Selection.activeObject;
        if (activeObject == null)
        { // nothing is selected in the project window
            return "Assets";
        }

        var activePath = AssetDatabase.GetAssetPath(activeObject);
        if (activeObject is DefaultAsset)
        { // a folder is selected in the project window
            return activePath;
        }

        // an asset is selected in the project window
        return Path.GetDirectoryName(activePath);
    }
}