In the Cox-Ingersoll-Ross (1985) Model, Interest Rates Are Specified by the Following

Multiple Choice

In the Cox-Ingersoll-Ross (1985) model, interest rates are specified by the following stochastic process: $d r _ { t } = k \left( \theta - r _ { t } \right) d t + \sigma _ { } \sqrt { r _ { t } } d W _ { t }$ The process for interest rates is mean-reverting if

A) $k > 0$
B) $k < 0$
C) $\theta > 0$
D) $\theta < r _ { t }$