10 A non-dividend-paying stock is currently trading at USD 40 and has an expected return of 12% per year. Using the Black-Scholes-Merton (BSM) model, what is the value of 1-year, European-style Put option on the stock, if the parameters used in the model are: N(1) = 0.29123 N(D2) = 0.20333 K=42 * (1 Point) $4.08 $2.75 $1.33 $2.72