NO.PZ2023100703000063
问题如下：
Assuming that the market interest rate follows the law of mean reversion, the long-term average interest rate is 4%, the current interest rate is 3.5%, suppose the mean reverting rate is 0.3, what is the expectation of the market interest rate in the next period?选项：
A.0.0375
B.0.04
C.0.0365
D.0.37
解释：
For mean-reversion processes like the Vasicek or Ornstein-Uhlenbeck models, the expected future interest rate can be calculated using the formula:
公式在讲义没讲到噢，需要记吗
