能翻译并解释一下D吗？

问题如下：

Which of the following statements is true regarding the Vasicek Model and the Gauss+ Model?

选项：

A.

The Vasicek Model assumes that the short-term interest rate reverts to the mean of the medium-term factor.

B.

The Gauss+ Model is a single-factor model.

C.

The Vasicek Model can better fit various market interest rate term structures.

D.

The Gauss+ Model can match the hump-shaped volatility term structure in reality.

解释：

A is incorrect. The Vasicek Model assumes that the short-term interest rate reverts to a long-term mean, not the medium-term factor.

B is incorrect. The Gauss+ Model is a three-factor model, not a single-factor model.

C is incorrect. The Vasicek Model has limited explanatory power for the variability of the term structure, while the Gauss+ Model can better fit various market interest rate term structures.

D is correct. The Gauss+ Model can match the hump-shaped volatility term structure by setting the short-term interest rate equation without a random volatility term.