Creating multiple handles for covergroup in new constructor

In reply to chr_sue:
from first reply [When you have an embedded covergroup (declare a covergroup inside the class), the covergroup object and class object are merged into a single object. That is why the CG constructor has to be inside the class constructor, and you are not allowed to declare multiple instances of an embedded covergroup.] so I think we need not construct the object for this case,
&
If construct the object like
baby_covergroup baby_covergroup;
I am getting a compilation error, this usage is not allowed
I am getting the error when I am creating the object[ baby_covergroup = new(); //[ERROR]