12M LIBOR 4% p.a. 2-year coupon-bond yield 5.00% p.a. (time-to-maturity is exactly two years, the coupon of 4% once a year) 3-year coupon-bond yield 6.00% p.a. (time-to-maturity is exactly three years, the coupon of 7% once a year) A company has asked from the swap dealer an interest rate offer for an interest rate swap, the purpose of which would be to change the company's floating rate loan to a fixed interest rate for 3 years. How much could the fixed interest rate offer be in order to be acceptable for the company if the current interest rate quotes were as given below and the exchange of interest rate cash flows in the swap was implemented once a year? Give Your answer with accuracy of basis points (ie. X.XX% p.a.) 12M LIBOR 4% p.a. 2-year coupon-bond yield 5.00% p.a. (time-to-maturity is exactly two years, the coupon of 4% once a year) 3-year coupon-bond yield 6.00% p.a. (time-to-maturity is exactly three years, the coupon of 7% once a year) A company has asked from the swap dealer an interest rate offer for an interest rate swap, the purpose of which would be to change the company's floating rate loan to a fixed interest rate for 3 years. How much could the fixed interest rate offer be in order to be acceptable for the company if the current interest rate quotes were as given below and the exchange of interest rate cash flows in the swap was implemented once a year? Give Your answer with accuracy of basis points (ie. X.XX% p.a.)