Table $01$ provides the interest rate swap information for the Quality Co$.$ and Risky Co$.$ Their interest rate swap arrangement is illustrated in the following Exhibit $01.$ Calculate the value of E in Exhibit $01.($enter $2$ decimal number without sign and symbol$)$Table $01$ provides the interest rate swap information for the Quality Co$.$ and

Risky Co$.$ Their interest rate swap arrangement is illustrated in the following

Exhibit $01.$ Calculate the value of $E$ in Exhibit $01.($enter $2$ decimal number

without sign and symbol$)$

Table $01$

Company name

Quality Co$.$

Risky Co$.$

Fixed$-$rate bond

$A=8\mathrm{.}76\%$

$C=11\mathrm{.}23\%$

Floating$-$rate bond

$B=$LIBOR$+0\mathrm{.}57\%$

$D=$LIBOR$+1\mathrm{.}12\%$