Hi, I'm really lost..

Let W(t) be a standard Brownian Motion,
 X_t = t + 2^{-t}W(4^t), t>=0

Find the covariance function of the process  X_t

here is my working out, but im not sure if im doing it right, or what i should do next:
 cov (X_t,X_s)
 = cov (t,X_s) + cov (2^{-t}W(4^t), X_s)
 = t cov(1,X_s) + 2^{-t}cov(W(4^t), X_s)
 = t cov (1,X_s) + ts cov(1,X_s) + 2^{-t} cov(W(4^t),X_s) + 2^{-t} scov(W(4^t),1)
 = 2^{-t} cov(W(4^t),X_s)

and now i don't know what to do, please help

here is the answer:
 R(t,s) = Cov(X_t,X_s) = 2^{-|t-s|}