Company A borrows $2 million at Libor + 3% for five years and Company B takes a $2 million five-year loan at a fixed 7% interest rate. The two companies enters into an interest rate swap arrangement,...




Company A borrows $2 million at Libor + 3% for five years and Company B takes a $2 million five-year loan at a fixed 7% interest rate. The two companies enters into an interest rate swap arrangement, where Company A will pay Company B a fixed 6% interest rate on a notional $2 million and Company B will pay Company A Libor + 2% on a notional $2 million. What has been accomplished?





Question 16 options:






























Both companies have been able to link the payment to Libor













Company A has achieved payments mirroring a fixed interest rate while Company B will be paying a floating rate













Company A has achieved payments mirroring a floating interest rate while Company B has achieved a fixed rate













Both companies will be paying the same interest rate for the duration of the loan








Jun 02, 2022
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