Did Catelyn know the truth?

Just finished watching the series for the first time! I have no knowledge of the books whatsoever so I apologize if this is a stupid question.

I’m just thinking about Jon’s true parentage being Lyanna and Rhaegar, as opposed to being Ned’s bastard. I was just curious, does anyone think Catelyn knew the truth? Or did Ned let everyone believe Jon was his bastard? I guess it bugs me because imagine you’re married to someone, they tell you they had an affair that lead to a child, and it ends up being untrue? I know pretty much every guy in the GOT universe has bastards and such but Ned & Catelyn’s love felt like it was deeper than Cersei & Robert for instance.

I just can’t imagine being in this loving marriage, your husband brings home his bastard, you raise him, and then it’s like jk this is my sister’s kid.