Baffled is completely stumped. Bemused is puzzled and unsure, and it has nothing to do with amused.
Both words describe confusion, but they differ in how deep it goes, and one of them has a trap built into its spelling.
Baffled is total confusion. A child staring at a puzzle in the Sunday paper, with no idea where to even start, is baffled. There is no way in.
Bemused is milder: puzzled, a bit lost, not sure what is going on. A dad who walks into the kitchen to find the dog wearing a party hat is bemused. Because bemused looks like amused, many people think it means entertained, and you will hear it used that way. In careful writing, and in exam papers, it means puzzled.
So confused that you cannot understand something at all.
Similar: confused, puzzled, stumped
Puzzled and unsure about what is going on.
Similar: puzzled, confused, baffled
A closest-meaning question with bemused among the options is a classic trap for anyone who reads it as amused. Knowing it belongs with puzzled and bewildered, not with entertained, avoids an easy lost mark.
Definitions and example sentences on this page are the ones a child sees inside Wordrealm, taken from our list of over 1,100 words. It is free to browse, with nothing to sign up for.
Plain-English guides to each test, from the councils’ own pages: Kent Test · Medway Test · Bucks Secondary Transfer Test