Consider the following variation on Rubinstein’s bargaining model. In each period, the role of proposer and responder are randomly assigned, so that player 1 is the proposer with probability p and player 2 is the proposer with probability 1 −p, where 0 < p < 1. Both players are risk neutral and discount payoffs at a constant rate δ ∈ (0,1). Solve for a stationary subgame perfect equilibrium. In particular, you should specify the strategy of each player in any period when she is the proposer and when she is the responder.