In a basic continuous time stochastic process, the change in the short term rate is equal to the expected direction of the rate change multiplied by a change in time plus the standard deviation of the change in short rates multipled by a random term. True False QUESTION 18 If the drift term and the standard deviation of the change in the short term rate are modified to depend on the level of the short term rate, or time, this is referred to as: tho Process Rendelmen and Barter Model Correlation curve None of the above QUESTION 19 In the Vasicek Model, the short term rate cannot go negative. True False QUESTION 20 In the Cox Ingersoll Ross Model (CIR), volatility is proportional to the square root of the short term interest rate. True False