A dark pool allows an institutional investors to execute large block orders without triggering significant moves in the prices of the stocks they are buying or selling. Trading 700K of the $17 stock over 4 days would most likely be done on an exchange and so would the million shares of the $78 stock due to it's large average daily volume

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In which of the following scenarios would an institutional investor MOST LIKELY use a dark pool?

To buy 10,000 shares of a $40 stock in a single transaction

To sell 700,000 shares of a $17 stock over a period of 4 days

To sell 500,000 shares of a $23 stock in one single transaction

To sell 1,000,000 shares of a $78 stock with an average daily volume of 54,000,000 shares