The .NET framework 4.5 was installed but it doesn't appear in Tools & settings -> Server components.
The only asp.net version that appear are:
- ASP.NET 4.0.30319.17929
According to Parallels Plesk Panel 11.5 release notes only ASP.NET 1.1, 2.0 and 4.0 versions are supported.
The feature request to add ASP.NET 4.5 support was created, its id is 1789680.