(8 marks) In this question, we consider the Vasicek interest rate model given under the risk- neutral measure Q dri = a(b - rt)dt todWt, ro > 0, where a, b and o all are positive constants, and We is a Brownian motion (BM) with respect to Q. Here, recall that the risk-neutral probability measure Q has the bank account account as the numeraire. The time-t value of the bank account is Be = eforads. For a fixed time 7, and 0