Construct a swap based on the follow available right so that he wants floating and be wants fixing to

Fill in the missing numbers Construct a swap based on the following available rates. Assume that A wants floating and wants fixed. Fixed A. 8% Floating Libor + 1.5 Libor + 2 B. 9% Step 1: Calculate the differences in fixed and floating to determine the comparative advantage Difference in fixed- 19 Difference in floating- 5% Step 2: Calculate the QSD- Step 3: Calculate the SWAP rates assuming that the OSD is shared equally between A & B SWAP floating Libor+ SWAP fixed The QSD is shared (equally unequally) equally when the two counterparties have the sacreditatione compresa rating than the other, they receive (moreless) more of the benefits of the swap Check