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In the CIR model $dr = \kappa(\theta - r)\,dt + \sigma\sqrt{r}\,dW$ with $\theta = 0.04$ and $\sigma = 0.3$ , what is the smallest $\kappa$ satisfying the Feller condition, which keeps the rate strictly positive?

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In the CIR model dr=κ(θ−r) dt+σr dWdr = \kappa(\theta - r)\,dt + \sigma\sqrt{r}\,dWdr=κ(θ−r)dt+σr​dW with θ=0.04\theta = 0.04θ=0.04 and σ=0.3\sigma = 0.3σ=0.3, what is the smallest κ\kappaκ satisfying the Feller condition, which keeps the rate strictly positive?

More stochastic calculus questions

In the CIR model $dr = \kappa(\theta - r)\,dt + \sigma\sqrt{r}\,dW$ with $\theta = 0.04$ and $\sigma = 0.3$ , what is the smallest $\kappa$ satisfying the Feller condition, which keeps the rate strictly positive?