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(01) = 0.29123 N(D2) = 0.20333 * K=42 = = (1 ) $4.08 O $2.75 O $1.33 O $2.72 O 9 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 Call option on the stock, if the :parameters used in the model are N(D1) = 0.29123 N(d2) = 0.20333 * K=42 = (1 ) $4.08 O 2.75 $ $1.33 2.72 $