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(d1) = 0.29123 N(02) = 0.20333 * K=42 = = (1 ) $4.08 $2.75 $1.33 O $2.72