Question: Suppose that in a risk-neutral world the CIR parameters are a = 0.15, b = 0.025, and = 0.075. What is the price of

Suppose that in a risk-neutral world the CIR parameters are a = 0.15, b = 0.025, and σ = 0.075. What is the price of a 5-year zero-coupon bond when the short rate is 2.5%?

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