Understanding the Vasicek Model in Interest Rate Dynamics

In the context of interest rate models, investors are often concerned with the impact of future interest rate movements on their portfolios. One widely-used class of models to forecast future rates is the Vasicek model, which is a stochastic process characterized by mean reversion.

The Vasicek model describes the evolution of interest rates and implies that interest rates tend to move toward a long-term mean over time. In this case, an investor holding a bond portfolio needs to understand the dynamics of interest rate movements in order to manage interest rate risk effectively.

Based on this description, which of the following statements accurately reflects a characteristic of the Vasicek model for interest rates?