4. (25 points in total): Suppose that the risk-free rate follows the following stochastic process: dr, = (1 - r,)dt +eidB,, where ro = 0 where Be is a standard Brownian motion. (a) (5 points) Denote Re = e'rt. Using Ito's lemma, find the expression for dRt. (b) (10 points) Solve for re- (c) (10 points) Find the limit of re as t goes to infinity in mean square convergence