EXERCISE 6 Suppose the short??term interest rate, 7', follows a square??root process drt = rem ?? r?dt + J?dzt with current level To = 5%

EXERCISE 6 Suppose the shortâ??term interest rate, 7', follows a squareâ??root process drt = rem â?? r?dt + J?dzt with current level To = 5% and longâ??run mean ,u. = 5%, and volatility rate 0' = ...