(6 marks) Suppose that x is the yield to maturity with continuous compounding on a zero-coupon bond that pays $1 at maturity T. Assume that x follows the process dx = a(Xo x)dt + sxdz where random variable - follows standard Wiener processes and a, X, and s are positive constants. What is the process followed by the bond price B(x, t)? (6 marks) Suppose that x is the yield to maturity with continuous compounding on a zero-coupon bond that pays $1 at maturity T. Assume that x follows the process dx = a(Xo x)dt + sxdz where random variable - follows standard Wiener processes and a, X, and s are positive constants. What is the process followed by the bond price B(x, t)