  We consider a spread financial market defined by the multidimensional
Ornstein--Uhlenbeck (OU) process. We study the optimal consumption/investment
problem for logarithmic utility functions in the base of stochastic dynamical
programming method. We show a special Verification Theorem for this case. We
find the solution to the Hamilton--Jacobi--Bellman (HJB) equation in explicit
form and as a consequence we construct the optimal financial strategies.
Moreover, we study the constructed strategy by numerical simulations.
