Q.6529 A senior financial analyst is evaluating changes in the Gauss+ model's long-term interest rate factor. This analysis incorporates mean reversion and stochastic processes. Given: mean reversion speed $a_1 = 0.3$, current long-term rate $l_t = 0.045$, long-term equilibrium rate $\mu = 0.04$, volatility $\sigma_1 = 0.025$, stochastic shock $dW_1 = 0.03$, and time increment $dt = 0.01$, what is the expected change in the long-term factor?