Consider a European call option on a non$-$dividend$-$paying stock. The strike price is $K,$ the time to expiration is $T,$ and the price of one unit of a zero$-$coupon bond $($with face value one$)$ maturing at $T$ is $B(T).$ Denote the price of the call by $C.$ Show that $C$max$\{0,S_0-KB(T)\},$

where $S_0$ is the current stock price.