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= 8.25% C = 11.40% Floating-rate bond B = LIBOR + 0.66% D = LIBOR + 1.21% Exhibit 01 Variable rate payments at B Quality Co. Risky Co. Fixed rate payments at E Fixed rate payments at A Variable rate payments at D Fixed rate bond issued Variable bond rate issued