2. We have a stochastic interest rate given by the process R(t)-r + TW(t), where and r are positive constants. Using this interest rate, determine the value of a zero-coupon bond at time t. (Hint: Assume an affine-yield model) 2. We have a stochastic interest rate given by the process R(t)-r + TW(t), where and r are positive constants. Using this interest rate, determine the value of a zero-coupon bond at time t. (Hint: Assume an affine-yield model)