Question: 3. Do problem 2 over again, this time assuming more realistically that a swap bank is involved as an intermediary. Assume the swap bank is

 3. Do problem 2 over again, this time assuming more realistically

3. Do problem 2 over again, this time assuming more realistically that a swap bank is involved as an intermediary. Assume the swap bank is quoting five-year dollar interest rate swaps at 10.7% - 10.8% against LIBOR flat

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