12. (Continuous zero) Gavin wants to dig deep into pricing theory, so he decides to work out an application of Eq (14.11). He suggests to himself that a simple model of interest rates in the risk-neutral world might be dr = a d where is standard Brownian motion, and where (0) He is working out a formula for the value of a zero-coupon bond that pays $1 at time 7, based on Equation (1411), without using the Black-Scholes equation Can you? Compare with Example 14.11