Bond pricing in the Vasicek (1977) model: assume an interest rate process

Where base parameter levels are r = k = θ = σ = 0.1, T = 1, and d B is a standard Brownian motion. Assume also that the market price of risk λ = 0. In each of the following three cases, compute the bond price for each value of the given parameter holding the other parameters at their base levels.

For each of the three cases, explain the direction in which the bond price changes. That is, provide an economic explanation for why the bond price increases or decreases with the given parameter, holding the other parameters at their base levels. 

(a) k = {0.1, 0.2, 0.4}. 

(b) θ = {0.05, 0.10, 0.15}. 

(c) σ = {0.05, 0.10, 0.20}.  

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dr = k(0-r) dt + o dB