Suppose that a 0.1, b 0.08, and a 0.015 in Vasicek's model, with the initial value of

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Suppose that a 0.1, b 0.08, and a 0.015 in Vasicek's model, with the initial value of the short rate being 5%. Calculate the price of a 1-year European call option on a zero-coupon bond with a principal of $100 that matures in 3 years when the strike price is $87.P-987 

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