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6. (Swaps) Suppose both A and B wants to borrow $50 million for 10 years. A would like to borrow floating rate and B would

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6. (Swaps) Suppose both A and B wants to borrow $50 million for 10 years. A would like to borrow floating rate and B would like to borrow fixed rate. There were quoted the following rate: How we create swap contract with 1) benefits of A and B are equal (6.9\%) 2) benefit of A more than 3 times of benefit of B(6.95%)3) dealer needs 0.05% for fee (6.875%,6.925%)

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