Question 2 (30 marks) Given the order book for ABC Limited, Orders to buy Orders to sell Price Quantity Price Quantity 2.00 10000 2.10 2000 1.95 5000 2.15 20000 1.90 5000 2.20 10000 Required A. With the order book above, suppose a market order arrives to buy 3,000 shares A1. At what price will the trade occur? [5 marks] A2. What is the cost of the 3,000 shares to the trader? [5 marks] A3. What will the new limit order book look like after the transaction is completed? [5 marks] A4. If the investor sells this 3,000 shares at the price of $2.3 per share one month later, what is the discrete holding period return for investing in this share? [5 marks] With the order book above, suppose a limit order arrives to buy 1000 shares at $2.05 B1. At what price will the trade occur? [5 marks] B2. what will the new limit order book look like after this transaction? [5 marks] B. Page 3 of 4