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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

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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 Borrowing Cost 10% 12% Company X Company Y Floating-Rate Borrowing Cost LIBOR LIBOR + 1.5% A swap bank is involved and quotes the following rates five-year dollar interest rate swaps at 10.05 percent-10.45 percent against LIBOR flat. SWAP SITBANK | . ZO 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

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