$2.$ Pretend that dealers have $5$ different types of securities$,$ with fundamental values shown

in the chart below. However, due to information asymmetry, nobody else knows what

type of security the dealer is selling them, and to buyers they all look the same. From our

discussion about liquidity risk in class, how many types of securities will end up trading,

and what will be the prevailing market price? What is a step that dealers can take or a

contract they can offer to help prevent market breakdown?$\backslash$table$[[$Security Quality,Real Value$],[$Superior$,140],[$Excellent$,125],[$Good$,110],[$Poor$,95],[$Lemon$,80]]$