Rooted SDE

Let $W_t$ be a standard Brownian Motion. Let $X_t$ be the process satisfying the SDE $dX_t = \kappa(\theta - X_t)dt - \sigma \sqrt{X_t}dW_t$ with $X_0 = x > 0$ . It can be shown that if $2\kappa\theta > \sigma^2$ , $X_t > 0$ with probability 1, so $\sqrt{X_t}$ is defined almost surely. For $T > 0$ , $\mathbb{E}[X_T]$ can be written as a function $f(x,\kappa, \theta,\sigma,T)$ . Report the value of $f(5,0.25,1,1,1)$ to the nearest thousandth.

Answer format: round to 3 decimal places.