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Suppose that the short rate is currently at 2% and its standard devia- tion is 2% per annum. What happens to the standard deviation when

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Suppose that the short rate is currently at 2% and its standard devia- tion is 2% per annum. What happens to the standard deviation when the short rate increases to 5% in the Vasicek model? Suppose that the short rate is currently at 2% and its standard devia- tion is 2% per annum. What happens to the standard deviation when the short rate increases to 5% in the Vasicek model

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