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A risk manager at a fixed-income hedge fund is seeking to improve the fund's ability to model interest rate term structures. This enhancement aims to include mean reversion and the risk premium. Given this context, which of the following statements accurately assesses the suitability of the Vasicek model for these purposes?
A
It incorporates the mean reversion feature and its drift is always zero.
B
It incorporates the mean reversion feature and models the risk premium as a component of a constant or changing drift.
C
It cannot incorporate risk premium and its drift is always zero.
D
It cannot capture the mean reversion feature but can be used to model the time-varying risk premium.