The Following Is Not a Consequence of X_t and Y_t

Multiple Choice

The following is not a consequence of X_t and Y_t being cointegrated:

A) if X_t and Y_t are both I(1) , then for some θ, Y_t - θ X_t is I(0) .
B) X_t and Y_t have the same stochastic trend.
C) in the expression Y_t - θ X_t , θ is called the cointegrating coefficient.
D) if X_t and Y_t are cointegrated then integrating one of the variables gives you the same result as integrating the other.