PLEASE STATE THE ANSWERS CLEARLY.

55,000,000 fixed loan TSLA 55,000,000 Barclays floating floating Interest rate TSLA agrees to pay 1.85% per annum on a notional $55m at 6 month intervals for 5 years. 1.8500% N= 55,000,000 In return TSLA will receive a floating rate on the notional over the same time period from Barclays. Barcalys will pay floating = LIBOR + 125bp = ( LIBOR + 1.25%) Current LIBOR is quoted at 0.550% per annum What is the floating rate Barcalys pays? per annum Who is long? Who is short? 0.5/x-y;)'N reminder if rates are quoted annually and you are calculating 6 month payment must adjust by half At the first swap interval (6 month) what is the net payment and by whom? If AIG sells CDSs to banks that have created loans to corporations during a pandemic, what could possibly go wrong that might repeat the events in the 2008 CDS market ? Try to name 3 events that could occur > 55,000,000 fixed loan TSLA 55,000,000 Barclays floating floating Interest rate TSLA agrees to pay 1.85% per annum on a notional $55m at 6 month intervals for 5 years. 1.8500% N= 55,000,000 In return TSLA will receive a floating rate on the notional over the same time period from Barclays. Barcalys will pay floating = LIBOR + 125bp = ( LIBOR + 1.25%) Current LIBOR is quoted at 0.550% per annum What is the floating rate Barcalys pays? per annum Who is long? Who is short? 0.5/x-y;)'N reminder if rates are quoted annually and you are calculating 6 month payment must adjust by half At the first swap interval (6 month) what is the net payment and by whom? If AIG sells CDSs to banks that have created loans to corporations during a pandemic, what could possibly go wrong that might repeat the events in the 2008 CDS market ? Try to name 3 events that could occur >