In a Cox-Ingersoll-Ross model, the short rate process, r(t) follows: dr(t) = (0.014 0.2r(t)}dt+ 0.01r(t)dz(t) where Z(t) is a standard Brownian motion under the true probability measure. Given t 0 ; = If the short term interest rate is 9%, determine the Sharpe ratio. (8 marks) In a Cox-Ingersoll-Ross model, the short rate process, r(t) follows: dr(t) = (0.014 0.2r(t)}dt+ 0.01r(t)dz(t) where Z(t) is a standard Brownian motion under the true probability measure. Given t 0 ; = If the short term interest rate is 9%, determine the Sharpe ratio. (8 marks)