Consider an Ornstein-Uhlenbeck process (Xt)t0 with SDE dXt=(XtC)dt+dWt. where >0,>0,CR, and X0R. Compute the covariance of the Ornstein-Uhlenbeck process Cov(Xs,Xt),s,t0. Hint: First compute E[Xt] and then compute the covariance by the formula Cov (Xs,Xt)= E[(XsE[Xs])(XtE[Xt])]. Consider an Ornstein-Uhlenbeck process (Xt)t0 with SDE dXt=(XtC)dt+dWt. where >0,>0,CR, and X0R. Compute the covariance of the Ornstein-Uhlenbeck process Cov(Xs,Xt),s,t0. Hint: First compute E[Xt] and then compute the covariance by the formula Cov (Xs,Xt)= E[(XsE[Xs])(XtE[Xt])]