X(t) is an Ornstein-Uhlenbeck process defined by dX(t) = c[a - X(t)]dt + bdZ(t), where Z(t) is a standard Brownian motion, X(0)=0, E[X(1)]=4- 4*exp(-2), Variance[X(infinity)]=16, and E[X(infinity)]=4. Let 5 () = 1/() 0.You are given that dY(t) = (Y(t))dt + (Y(t))dZ(t), for some functions (y) and (y). Determine (), any formula used to answer this question should be proved