大家好，以下要分享的題目內(nèi)容是市場風(fēng)險(xiǎn)測量與管理里面的Chapter 16:The Vasicek and Gauss+ Models中的一道題目，希望對大家的考試有所幫助：

According to the figure below, which of the following statements is least likely to be true about estimated Parameters of the Gauss+ Model from US Treasury Zero Coupon Yields, January 2014 to January 2022.Half-Life Is in Years?

A選項(xiàng):The mean reversion parameters are in the order expected, with the central bank reaction fastest, the speed of the medium-term factor's reversion to the long-term factor next, and the speed of the long-term factor's reversion to p slowest.

B選項(xiàng):the time for each process to converge halfway to its target, given in the half-life column, is about eight months for r, 13 months for m, and 42 years for I.

C選項(xiàng): the volatility parameters of 109 and 96 basis points for the medium- and long-term factors, respectively,

D選項(xiàng):None of the above is true

答案為：D

All of the above are true