Question: Today is September 25, 2008. Table 15.4 in Chapter 15 contains the STRIPS data today. According to the Vasicek model, is there any trading opportunity?

Today is September 25, 2008. Table 15.4 in Chapter 15 contains the STRIPS data today. According to the Vasicek model, is there any trading opportunity? Fit the Vasicek model to the data, find pricing errors and discuss the available trading opportunities. Be explicit on how you would exploit these trading opportunities, that is, the long/short positions.

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