$31\mathrm{.}12.$ Suppose that in the risk$-$neutral Vasicek process $a=0\mathrm{.}15,b=0\mathrm{.}025,$ and $=0\mathrm{.}012.$ The

market price of interest rate risk is $-0\mathrm{.}2.$ What are the risk$-$neutral and real$-$world

processes for $($a$)$ the short rate and $($b$)$ a zero$-$coupon bond with a current maturity of

$3$ years.