In order to be able to use .NET on OS X, you need to install <b>OpenSSL</b> version <b>1.0.1/1.0.2</b>.
There are many ways to install/update your libssl. Using <ahref="http://www.brew.sh">Homebrew</a> is the easiest.
You can view the instructions <ahref="http://brewformulas.org/Openssl">here</a> or if you're updating, <ahref="https://github.com/dotnet/coreclr/blob/63766f74c4a641a274cd2933b9b7fd7bbddef2dd/Documentation/building/osx-instructions.md#openssl">on this page</a>.