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Itos Lemma: The flat level of interest rates follow the following risk neutral process: =( 0 )+ What is the stochastic process or a T-year

Itos Lemma:

The flat level of interest rates follow the following risk neutral process:

=(₀ )+

What is the stochastic process or a T-year zero coupon bond?

What is the expected return of the t-year bond?

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