Question 11 3 pts 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% Floating-Rate Borrowing Cost LIBOR Company X Company Y 12% 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. A B x SWAP BANK Y E D F 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. A = 10%; B = 10.45%; C = LIBOR; D = LIBOR; E = 10.05%; F = LIBOR + 1%% A = 10%; B = 10.45%; C = 10.05%; D = LIBOR; E = LIBOR; F = LIBOR + 1%% A = 10%; B = LIBOR; C = LIBOR; D = 10.45%; E = 10.05%; F = LIBOR + 1%% A = LIBOR; B = 10.45%; C = 10.05%; D = LIBOR; E = LIBOR; F = 12% Question 11 3 pts 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% Floating-Rate Borrowing Cost LIBOR Company X Company Y 12% 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. A B x SWAP BANK Y E D F 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. A = 10%; B = 10.45%; C = LIBOR; D = LIBOR; E = 10.05%; F = LIBOR + 1%% A = 10%; B = 10.45%; C = 10.05%; D = LIBOR; E = LIBOR; F = LIBOR + 1%% A = 10%; B = LIBOR; C = LIBOR; D = 10.45%; E = 10.05%; F = LIBOR + 1%% A = LIBOR; B = 10.45%; C = 10.05%; D = LIBOR; E = LIBOR; F = 12%