Question 6 8 pts Two large hedge funds, Active and Bear, need to decide whether to sell fully or hold the investment they have on Stellars, a stock from a FinTech company that plunged 22% after a negative report came out. The losses that the hedge funds will face conditional on their choices are represented below: Hedge Fund Active Sell Hold -40% -40% -30% -45% -45% -30% -35% -35% Hedge Fund Bear Sell Hold Assuming that the two hedge funds are pressed to decide and hence cannot communicate with each other: a) What is the Nash equilibrium of the game played by the hedge funds - Active and Bear? Explain. [4 marks] b) If the game was played repeatedly for an infinite number of times, would there be scope for the hedge funds to behave differently? Explain. [4 marks] Edit View Insert Format Tools Table 12pt : Paragraph A e Tv D2