Question: Simulate a Cox-Ingersoll-Ross model, 1 year at a time, for 20 years Using: starting rate reversion speed reversion rate volatility (0) At 0.070 0.200 0.030

Simulate a Cox-Ingersoll-Ross model, 1 year at a

Simulate a Cox-Ingersoll-Ross model, 1 year at a time, for 20 years Using: starting rate reversion speed reversion rate volatility (0) At 0.070 0.200 0.030 0.028 1 Complete the table: U(0,1) draw normal draw dr year 0 rate 0.0700 UN 5 6 9 10 11 12 0.3742 0.7204 0.1830 0.5867 0.9369 0.5241 0.2877 0.1254 0.4821 0.7341 0.9829 0.9157 0.4567 0.2723 0.0928 0.0958 0.5037 0.2835 0.9593 0.5750 13 14 15 16 17 18 19 20 Simulate a Cox-Ingersoll-Ross model, 1 year at a time, for 20 years Using: starting rate reversion speed reversion rate volatility (0) At 0.070 0.200 0.030 0.028 1 Complete the table: U(0,1) draw normal draw dr year 0 rate 0.0700 UN 5 6 9 10 11 12 0.3742 0.7204 0.1830 0.5867 0.9369 0.5241 0.2877 0.1254 0.4821 0.7341 0.9829 0.9157 0.4567 0.2723 0.0928 0.0958 0.5037 0.2835 0.9593 0.5750 13 14 15 16 17 18 19 20

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