The variable $S$ is an investment asset providing income at rate $q$ measured in currency A. It follows the process
$d S=\mu_S S d t+\sigma_S S d z$
in the real world. Defining new variables as necessary, give the process followed by $S$, and the corresponding market price of risk, in:
(a) A world that is the traditional risk-neutral world for currency A
(b) A world that is the traditional risk-neutral world for currency $\mathrm{B}$
(c) A world defined by a numeraire equal to a zero-coupon currency A bond maturing at time $T$
(d) A world defined by a numeraire equal to a zero-coupon currency B bond maturing at time $T$.