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(Solution Download) Which one of the following term-structure models does not include this characteristic?

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A plausible stochastic process for the short-term rate is often considered to be one where the rate is pulled back to some long-run average level. Which


one of the following term-structure models does notinclude this characteristic?




A. The Vasicek model




B. The Ho-Lee model




C. The Hull-White model




D. The Cox-Ingersoll-Ross model



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