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Fixed Float A: 5% LIBOR + 2.5% B: 7% LIBOR + 4.1% Design a swap for A & B. 1. Without swap bank 2. With

Fixed Float
A: 5% LIBOR + 2.5%
B: 7% LIBOR + 4.1%

Design a swap for A & B.

1. Without swap bank

2. With swap bank

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