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What does this spot rate dynamics implyb obtain a pde for a

Suppose you are given the following SDE for the instantaneous spot rate:
drt = σr1dWt,
where the Wt is a Wiener process under the real-world probability and the σ is a constant volatility. The initial spot rate r0 is known to be 5%.

(a) What does this spot rate dynamics imply?

(b) Obtain a PDE for a default-free discount bond price B(t, T) under these conditions.

(d) What is the market price of interest rate risk? Can you interpret its sign?

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Finance Basics: What does this spot rate dynamics implyb obtain a pde for a

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