The question I want to ask is attached below. I know how to do part (i). This is trivial. For part (ii), I don't understand the definition of the expected total returns per unit time. Is this simply (dB_t + interest*dt) / dB_t? If so, then what is interest defined as? I mean if we are receiving dt per unit time and re-invest it at the continuously compounded rate, the total earnings NOT associated with the bond must be 0texp((ts)y(s))ds and so the total interest would be something like this formula -t, but I'm not sure what I'm doing here exactly. Any help would be massively appreciated.