The Ornstein-Uhlenbeck Process: Mean Reversion

An interest rate spread follows the Ornstein-Uhlenbeck process: $$dX_t = \theta(\mu - X_t) \, dt + \sigma \, dW_t$$ with $\theta = 2$, $\mu = 0.05$, $\sigma = 0.01$, and $X_0 = 0.08$. (a) Find $E[X_t]$ and $\text{Var}(X_t)$. (b) What is the stationary distribution? (c) A mean-reversion trader enters a position when $X_0 = 0.08$. What is the expected time for $X_t$ to return to $\mu = 0.05$?