Suppose that a: is the yield to maturity with continuous compounding on a zerocoupon bond that pays off $1 at time T. Assume that a.\" follows the process (is: = 03(330 a:)dt + sxdz where a, 9:0, and s are positive constants and 012 is a Wiener process. The bond price at time t is B = c'\"lT). Please write down the steps for all sub-questions. (a) What is the process followed by the bond price B? (Hint: Apply Ito's lemma to B) Please list the process clearly and state the drift rate and variance rate. (10 points) (b) What is the expected value and volatility of change rate in B, i.e., %. (Hint: volatility can't be a negative number.) {6 points)