Kyle with Indian numbers

A ₹2,000 stock has $\sigma_v = 2\%$ of price over the day and net noise flow with $\sigma_u = 3$ lakh shares. (a) Compute $\lambda$, $\beta$ and the insider's expected profit. (b) What is the price impact of a 50,000-share net buy imbalance, in ₹ and bp? (c) Retail participation doubles, so $\sigma_u$ doubles. What happens to $\lambda$, to the insider's expected profit, to the noise traders' expected loss, and to how much the price reveals? Relate to SEBI's participation data.