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Question 14: Let x be the yield to maturity with continous compounding on a zero-coupon bond that pays off $1 at time T. Assume x

Question 14: Let x be the yield to maturity with continous compounding on a zero-coupon bond that pays off $1 at time T. Assume x follows the process da = a(30 1)dt + sadz where a, to and s are positive constants and dz is a Wiener process. What is the process followed by the bond price? Remember the bond price B is given by B=-=(7)

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