$31\mathrm{.}9.$ Suppose that $a=0\mathrm{.}1$ and $b=0\mathrm{.}1$ and in both the Vasicek and the Cox, Ingersoll, Ross

model. In both models, the initial short rate is $10\%$ and the initial standard deviation of

the short$-$rate change in a short time $t$ is $0\mathrm{.}02\sqrt[\phantom{2}]{t}.$ Compare the prices given by the

models for a zero$-$coupon bond that matures in year $10.$