Consider a Kyle (1985) model set-up in which the true value of the stock is $13.75, the unconditional variance of the true value is 2 , the variance of uninformed trading is 3,000 and the expected value of the stock is $14.50 without private information. That is. F=$13.75F2=2,00 F2=2,00 F2=$3,000 F=$14.50