Firms ABC and XYZ can borrow for five years at the following fixed and floating rates: Firm ABC desires floating-rate debt, and firm XYZ desires fixed-rate debt. A swap bank is involved as an intermediary, quoting five-year dollar interest rate swaps at 5.0%5.20% against SOFR +0.3% flat. - Calculate the quality spread differential (QSD), (3 points) - Develop an interest rate swap in which both firms have cost savings in their borrowing costs. Draw the graph showing how CFs will flow between the firms and the lenders. (8 points) - How much does each firm save and swap bank earn? (4 points) If it is hard to draw here, you can email me the physical drawing. (that's for question 2)