Cannot delete DEFAULT.BMP "file" from Desktop

A symbol labeled DEFAULT.BMP mysteriously appeared on my desktop.
When I try to trash it, I get a message saying it can't be moved to the Trash because it cannot be deleted. I tried command-i to see what it was, and if I could change its status there, but command-i didn't produce anything. As far as I can tell, it's a label, but nothing attached to it.
I'd like to get if off my desktop. Any suggestions

>Open the Terminal utility in your Applications > Utilities folder and
>enter the following command:
>
>ls -la ~/Desktop/DEFAULT.BMP
>
>
>Then copy the output into a reply to this thread so we can see what it is.
Last login: Sun Dec  2 23:40:18 on ttys000
localhost:~ Jerry$ ls -la ~/Desktop/DEFAULT.BMP
ls: /Users/Jerry/Desktop/DEFAULT.BMP: No such file or directory
localhost:~ Jerry$
>
>You can also try running the following command (copy it exactly as-is)
>to attempt to forcefully delete the file (provide your password when
>prompted to run this):
>
>sudo rm -rf ~/Desktop/DEFAULT.BMP
All I got back was:
sudo rm -rf ~/Desktop/DEFAULT.BMP
Password:
localhost:~ Jerry$

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