An Affine Factor Model Is One in Which Multiple Factors $X$

Multiple Choice

An affine factor model is one in which multiple factors $X$ may be present.Which of the following is not true of an affine factor model.

A) The drift $\mu ( X )$
Will be linear in
$X$
)
B) The volatility $\sigma ( X )$
Will be linear in
$X$
)
C) The yield $R ( X )$
Will be linear in
$X$
)
D) The logarithm of the price scaled by maturity is the yield.