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Suppose that the short rate is currently 4 % and its standard deviation in a short period of time t is 0 . 0 1

Suppose that the short rate is currently 4% and its standard deviation in a short period of time t is 0.012t. What happens to this standard deviation when the short rate increases to 8% in (a) Vasiceks model, (b) Rendleman and Bartters model, and (c) the Cox, Ingersoll, and Ross model?

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