Let Wt be a standard Brownian Motion. Let Xt be a process satisfying the SDE dXt=κ(θ−Xt)dt−σXtdWt with X0=x>0. It can be shown (you do not need to do this) that if θ2κ>σ2, Xt>0 with probability 1, so Xt is defined almost surely. For T>0, E[XT] can be written as a function of x,κ,θ,σ, and T. Evaluate this function when T=10,κ=0.2,θ=2,x=5, and σ=0.1. The answer will be in the form A+BeC for integers A,B, and C. Find ABC.
