Suppose that in the risk-neutral Vasicek process a = 0.15, b = 0.025, and o=0.012. The market price of interest rate risk is -0.2. 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. Suppose that in the risk-neutral Vasicek process a = 0.15, b = 0.025, and o=0.012. The market price of interest rate risk is -0.2. 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