Please help ASAP

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