Consider a sequential trade model in which a security has an uncertain value. The value V of the security can either be $170 or $250 with equal probability. The proportion of informed traders is 50%, whereas the proportion of liquidity traders is 50%. As usual liquidity traders buy or sell with equal probability, whereas informed traders only buy when they know the security price is high, and sell when they know the security price is low. The probability that V- $250, conditional that the first trade is a buy, is: oa. P[V 250 Buy] 0.25 Ob.pry - 250 Buy]-0.35 O c. PV-250 1 Bu): 0.50 d.P[V 250 | Buy]-0.65 e. P[V - 250 ] Buyl 0.75 f. None of the above