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Basic Question 0 of 11
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 was very pleased with your notes and question bank. I especially like the mock exams because it helped to pull everything together.
Martin Rockenfeldt
Learning Outcome Statements
calculate and interpret beta
CFA® 2025 Level I Curriculum, Volume 2, Module 2.