Business, 05.05.2020 23:33 deepspy599otchpd
Companies X and Y have been offered the following rates per annum on a $10 million 5-year investment: Fixed Rate Floating Rate Company X 6.0% LIBOR Company Y 7.0% LIBOR 0.2% Company X requires a fixed-rate investment; company Y requires a floating-rate investment. An interest rate swap will net a bank, acting as intermediary, 0.2% per annum and will appear equally attractive to X and Y. After this swap, Company X earns ___ on its investment.
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Companies X and Y have been offered the following rates per annum on a $10 million 5-year investment...
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