The Following Is Not a Consequence of X_t $X _ { t }$

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 $\theta , Y _ { t } - \theta X _ { t } \text { is } I ( 0 )$
B) $X _ { t } \text { and } Y _ { t }$ have the same stochastic trend.
C) in the expression $Y _ { t } - \theta X _ { t } , \theta$ is called the cointegrating coefficient.
D) if $X _ { t } \text { and } Y _ { t }$ are cointegrated then integrating one of the variables gives you the same result as integrating the other.