In the Vasicek model, the risk-neutral drift is given by $b_r = r_0e^{-at} + b(1-e^{-at})$, where $r_0$ is the initial short rate and $t$ is the time. In this case, we are given $a=0.15$ and $b=0.025$. Let's assume the initial short rate is $r_0 = 0.05$.
Using
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