Consider and SDE of the form
$$ dX = AX\cdot dt + BX\cdot dW_t $$ where $A,B\in\mathbb{R}^2$. How I can calculate the second moments $E[X_1^2]$ and $E[X_2^2]$ of the two variables using Ito's Formula? I want only hints then I can do calculus on myself.