2. Write a script that takes those parameters and generates 10 stochastic scenarios for short term interest rates r(n, t; ), where n = 1, ...,10 and t; = dt, 2dt, ..., Idt, 1 = [term (in years) using the discreet form of the Vasicek dt model. [See Slide 15 of Deck "TermStructureModels.pdf".] Note that o The vale r0 = 0.06 serves as initial value for all the scenarios. dt = At [See Page 15 of Deck "TermStructureModels.pdf".] o For every scenario n and iteration i, the random number w(n, t;) is from the standard normal distribution N(0,1). It is expected to be calculated by i. First generating a random number xRnd from the interval (0,1) and then ii. Applying the inverse of the cumulative standard normal distribution function @-1 to xRnd. L.e., w(n, t;) = 4-1(xRnd(n, i)). iii. Python 3 features several methods for generating a random number and implementing -1, you can use any of them