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A Swap Bank Makes the Following Quotes for 5-Year Swaps

question 100

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A swap bank makes the following quotes for 5-year swaps and AAA-rated firms: A swap bank makes the following quotes for 5-year swaps and AAA-rated firms:   A) The bank stands ready to pay $5.2% against receiving dollar LIBOR on 5-year loans. B) The bank stands ready to receive €7% against receiving dollar LIBOR on 5-year loans. C) The bank stands ready to pay €7% against receiving dollar LIBOR on 5-year loans. D) None of the above


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