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.