题目
Firm X wants to borrow GBP at a floating interest rate, and Firm Y wants to borrow GBP at a fixed annual interest rate. The interest rates that they face are shown in the table below. What is the maximum spread a financial intermediary could get if it designs a swap making firms X and Y each better off by 20 basis points?「huixue_img/importSubject/1564169525858013184.png」
选项
A.5 basis points
B.10 basis points
C.15 basis points
D.20 basis mints
答案
B
解析
(5.5% L 1.5%)-(4.5% L 2%)=50; bps50-20*2=10 bps(5.5% L 1.5%)-(4.5% L 2%)=50; bps 50-20*2=10基点