A bull shark can live in fresh water. So i would say that it's possible for a shark to end up in a bay.
I agree with that ^ bull sharks have adapted to fresh water for having pups in rivers. It's common in places like Florida, with lots of waterways. They prefer salt water, but can swim up rivers if they need to. It's possible, but it depends on which bay. The Chesapeake bay hasn't had any reported for example. But remember, shark attacks are pretty rare.
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