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Hull, Derivatives, 9th ed. When the forward rate volatility s(t, T) in HJM is constant, the Ho Lee model results. Verify that this is true

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Hull, Derivatives, 9th ed.

"When the forward rate volatility s(t, T) in HJM is constant, the Ho Lee model results." Verify that this is true by showing that HJM gives a process for bond prices that is consistent with the Ho Lee model in Chapter 31

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