Expected level of a mean-reverting square-root process

A process $Y$ starts at $Y_0=x>0$ and satisfies

for a standard Brownian motion $W$. Assume the parameters keep $Y$ strictly positive, so the square root is always defined (no proof needed). Find $\mathbb{E}[Y_T]$ in terms of $x,\kappa,\theta,\sigma,T$ and evaluate at $\kappa=0.2$, $\theta=2$, $\sigma=0.1$, $x=5$, $T=10$. Writing the value as $A+Be^{C}$ with integers $A,B,C$, give $ABC$.

$-12$. Applying the product rule to $e^{\kappa t}Y_t$ cancels $Y$ in the drift and leaves a mean-zero stochastic integral, so $\mathbb{E}[Y_T]=\theta+(x-\theta)e^{-\kappa T}=2+3e^{-2}$, and $ABC=2\cdot3\cdot(-2)$. The volatility plays no role in the mean.