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Basic Question 1 of 7
In the Vasicek model, dr = a(b-r)dt + σ dz, the speed of reversion is:
B. b
C. dz
A. a
B. b
C. dz
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I just wanted to share the good news that I passed CFA Level I!!! Thank you for your help - I think the online question bank helped cut the clutter and made a positive difference.
Edward Liu
Learning Outcome Statements
describe term structure models and how they are used.
CFA® 2024 Level II Curriculum, Volume 4, Module 29.