I have a question in quantitaitive finance. Please provivide all calculation steps.

It's formula. a) Let Wt be a standard Brownian motion. Use It,'s formula to find E(I'Vt3). b) Let X and Y be given as the solutions to the following system of stochastic differential equations: dXt = (0 - xt)dt - YtdVVt, xo = TO, dYt = Ytdt + XtdWt, = !/0. i) By using multi-dimensional Ito's formula, find the dynamics of Mt ii) Find the quadratic variation [M]t. xt2 + Yt2.