Company X wants to borrow $10,000,000 floating for 5 years; company Y wants to borrow $10,000,000 fixed for 5 years. Their external borrowing opportunities are shown here: Fixed-Rate Floating-Rate Borrowing Cost 10% 12% Company X Company Y A swap bank is involved and quotes the following for five-year dollar interest rate swaps: 10.05 percent-10.45 percent against LIBOR flat. Bessery SWAP BANK X Borrowing Cost LIBOR LIBOR + 1.5% Multiple Choice Assume both X and Y agree to the swap bank's terms. Fill in the values for A, B, C, D, E, & F on the diagram. Y c A-10%; B-10.45 %; C-10.05 %; D-LIBOR E-LIBOR; F-LIBOR +12% C C A-LIBOR, B-10.45%; C-10.05%; D = LIBOR; ELIBOR, F=12% A = 10%; B=LIBOR; C = LIBOR; D=10.45%; E = 10.05%; F = LIBOR-135% A-10%; B-10.45 %; C-LIBOR; D-LIBOR; E-10.05%; F-LIBOR -11%