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Assume that the initial value of the short rate r(0) = 4%, and that the short rate obeys the Vasicek model, dr = a(b-r)dt +

Assume that the initial value of the short rate r(0) = 4%, and that the short rate obeys the Vasicek model, dr = a(b-r)dt + dW with a = .18, b = .05 and = .0120. Which of the following correctly describes the distribution of r(t) in the limit t?

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