Question 11 1 pts Consider a pension fund manager who wishes to convert $10 million from notes paying LIBOR to stocks using an equity swap. The equity swap should be structured so that pension fund pays LIBOR and receives an equity return based on a notional principal of $15 million pension fund pays LIBOR and receives an equity return based on a notional principal of $10 million. pension fund pays LIBOR and receives an equity return based on a notional principal of $5 million. O pension fund receives LIBOR and pays an equity return based on a notional principal of $5 million pension fund receives LIBOR and pays an equity return based on a notional principal of $10 million