In the Vasieck (1977)model,you are given that $d r _ { t } = k \left( \theta - r _ { t } \right) d t + \sigma d W _ { t }$ where $x = 0.5$ , $\theta = 0.06$ , $\sigma = 0.10$ ,and the current short rate of interest is $r _ { 0 } = 0.08$ .What is the expected standard deviation of the short rate of interest one year hence?
A)0.08
B)0.09
C)0.10
D)0.11

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The Answer of In the Vasieck (1977)model,you are given that $d r _ { t } = k \left( \theta - r _ { t } \right) d t + \sigma d W _ { t }$ where $x = 0.5$ , $\theta = 0.06$ , $\sigma = 0.10$ ,and the current short rate of interest is $r _ { 0 } = 0.08$ .What is the expected standard deviation of the short rate of interest one year hence?
A)0.08
B)0.09
C)0.10
D)0.11

In the Vasieck (1977)model,you Are Given That drt=k(θ−rt)dt+σdWtd r _ { t } = k \left( \theta - r _ { t } \right) d t + \sigma d W _ { t }drt​=k(θ−rt​)dt+σdWt​

In the Vasieck (1977)model,you Are Given That $d r _ { t } = k \left( \theta - r _ { t } \right) d t + \sigma d W _ { t }$