NO.PZ2018122701000051
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. 3.75%
B. 4%
C. 3.65%
D. 37%
解释：
C is correct.
考点：Mean reversion
解析：0.3是均值复归的速率，那么下一期的变化期望就是0.3*（4%-3.5%）=0.15%。 那么下一期利率的期望就是3.5%+0.15%=3.65%。
为什么不用想dt ？？
