Zero-coupon bond under Vasicek

Under the risk-neutral measure the short rate follows Vasicek, $dr_t = \lambda(\theta - r_t)\,dt + \sigma\,dW_t$, with $r_0 = 1\%$, $\theta = 4\%$, $\lambda = 0.5$ and $\sigma = 2\%$. Price a zero-coupon bond paying 1 at $T = 5$, that is, compute $P(0, T) = E\big[e^{-\int_0^T r_t\,dt}\big]$. What is the five-year yield?