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Business, 19.03.2020 19:53 cnejcnefjvefven47

Suppose Company XYZ (a US Company) would like to borrow fixed-rate Yen, whereas Commonwealth Bank (CB) would like to borrow floating-rate US dollars. XYZ can borrow fixed-rate Yen at 5.3% or floating-rate US dollars at LIBOR + .25%. CB can borrow fixed-rate Yen at "5.8%" or floating-rate US dollars at LIBOR + .8%. What is the range of possible cost savings that XYZ can realize through an interest rate/currency swap with CB?

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