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Consider the single-auction model in Kyle (1985). In equilibrium, the strategy of the informed investor is linear in the information set. What does it mean'?

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Consider the single-auction model in Kyle (1985). In equilibrium, the strategy of the informed investor is linear in the information set. What does it mean'? Consider the single-auction model in Kyle (1985). In equilibrium, the strategy of the informed investor is linear in the information set. What does it mean

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