Question III: Suppose that x is the yield to maturity with continuous compounding on a zero-coupon...

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Question III: Suppose that x is the yield to maturity with continuous compounding on a zero-coupon bond that pays off $1 at time T. Assume that x follows the process: - dx = a (xo x) dt + sxdW where a, xo, and s are positive constants and W is a Standard Brownian motion. What is the process followed by the bond price? Question III: Suppose that x is the yield to maturity with continuous compounding on a zero-coupon bond that pays off $1 at time T. Assume that x follows the process: - dx = a (xo x) dt + sxdW where a, xo, and s are positive constants and W is a Standard Brownian motion. What is the process followed by the bond price?