Assume $B(t, T)$ is a zero coupon bond price and assume that it has dynamics $dB(t, T) = B(t, T)[\mu(t, T)dt + \sigma(t, T)dW_t]$, where $W_t$ is a Brownian motion under $(\Omega ;F; P)$ and $P$ is an objective measure. We know that the functions $\mu(t, T)$ and $\sigma(t, T)$ are adapted processes. If $Q$ is a risk-neutral measure that is equivalent to $P$, how can I find the rate of return of the bond price $B(t, T)$ under $Q$?

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    $\begingroup$ I am not too sure, but aren't the rate of return under risk-neural probability always risk-free rate under the Black Scholes' framework? $\endgroup$ – Preston Lui Nov 20 '20 at 3:21

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