If: a=0.05, b=0.08, and σ=0.015 in Vasicek's model with the initial short-term interest rate being 6%. How to calculate the price of a 1-year European call option on a bond that will mature in three years?Suppose that the bond pays a coupon of 5% annum semiannually. The principal of the bond id 100 and the strike price of the option is 99. The strike price is the cash price(not the quoted price) that will be paid for the bond.

诚心求教，请各位高手指教，谢了