(a) Suppose the risk-neutral process for the short rate is given by dr = Odt + odzi where 0 and o are constant factors. Show that the forward price P:(T) of a zero-coupon bond with unit dollar par value and maturity at T is given by P (T) = ($1) At, T) e-B(1, 1)rt where B(t, 7) = (T-t) A(t, 7)= exp( - 10(T 1)2 + 0?(T 1)3) (15 points) (a) Suppose the risk-neutral process for the short rate is given by dr = Odt + odzi where 0 and o are constant factors. Show that the forward price P:(T) of a zero-coupon bond with unit dollar par value and maturity at T is given by P (T) = ($1) At, T) e-B(1, 1)rt where B(t, 7) = (T-t) A(t, 7)= exp( - 10(T 1)2 + 0?(T 1)3) (15 points)