The variance of a CIR short rate

Under the risk-neutral measure the short rate follows CIR,

with $r_0 = 2\%$, $\theta = 5\%$, $\lambda = 0.8$ and $\sigma = 0.15$.

(a) Does the Feller condition hold?

(b) Apply Itô to $r_t^2$ and use the result to find $\mathrm{Var}(r_t)$ for every $t$.

(c) Evaluate the mean and standard deviation of $r_1$, and the stationary standard deviation. Compare these with a Vasicek model that has the same $\lambda$, $\theta$ and $r_0$ and a constant volatility equal to CIR's local volatility at $\theta$.