If the price of the zero-coupon bond is B t 0, show that Bt = Se-r(T-t), for t = [0, T} 0, for t > T, where r is the riskless rate of a riskless bank account. If the price of the zero-coupon bond is B t 0, show that Bt = Se-r(T-t), for t = [0, T} 0, for t > T, where r is the riskless rate of a riskless bank account