Please solve the following questions.Suppose that a short$-$term interest rate $r$ follows the stochastic process

$dr=0\mathrm{.}3(0\mathrm{.}06-r)dt+0\mathrm{.}1\sqrt[\phantom{2}]{r}dz$

$(1)$ The process followed by $y=3r$ is

$dy=(B_1-y^{C_1})dt+,y^{E_1}dz.$

$(2)$ The process followed by $y=\frac{0\mathrm{.}04}{r}$ is

$dy=(B_2-y^{C_2})ydt+D_2{y}^{E_2}dz.$

Enter the correct values of $A_i$ to $E_i(i=1,2)$ in the boxes.

$A_1=,B_1=,C_1=,D_1=,E_1=$

$A_2=,B_2=,C_2=,D_2=,E_2=$