Problem 8. Consider the stochastic process X which satisfies the stochastic differ- ential equation dXt = 2(4 - Xt) dt + 3dZ where Z is the usual Brownian motion process. Consider the stochastic process Y define as Yt = 1/Xt. Your are given that dYt = a(Yt) dt + B(Yt) dZt for some functions a(y) and B(y). Compute a(0.25) + 3(0.25)