6. Consider the following incomplete-information game. Player 1 is a buyer with a valuation v for the good that is distributed uniformly in [0, 1]. Player 2 is a seller with a valuation c for the good that is distributed uniformly in [0, 1]. They each have two actions, 'Trade' or LNo Trade\". Vii/Then trade occurs, it is arranged by an intermediary at a price equal to the average of the two values. The game they play is represented by the following strategic form: Seller Trade No Trade Buyer Trade (1) [v | c)/2, (v | C)/2 c) (0} 0) No Trade (0, 0) (0, 0) Assume that they follow threshold strategies so that buyer types below a certain valuation cutoff level do not trade and seller types above a certain valuation cuto' do not trade. Find a Bayes-Nash equilibrium for this game