Siemens and ABB with different ratings wish to borrow 10 million for five years and have...

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Siemens and ABB with different ratings wish to borrow €10 million for five years and have been offered the following rates. How must the swap be structured so that both benefit to the same extent? (6 Points) Siemens ABB Euribor -0.7 % fixed 3.6% 4.1% Siemens wants to borrow at a fixed rate of interest, whereas ABB wants to borrow at a floating rate of interest. Siemens floating Euribor 0.7% Euribor + 0.1 % ABB 4.1% You invested CHF 5'200 in a security. After gathering and ordering the 96 returns, the 95% VaR, and the Expected Shortfall can be calculated. Please show your calculations (4 Points) -0.309% -0.363% -0.362% -0.357% -0.347% -0.288% -0.244% -0.243% -0.237% -0.123% -0.121 % -0.120 % -0.117% -0.185 % 0.060% -0.489% -0.472% -0.453% -0.440 % -0.431% -0.422 % -0.401% -0.396 % -0.346% -0.330% -0.328% -0.303% -0.302% -0.301% -0.296 % -0.232% -0.226% -0.220 % -0.182 % -0.178% -0.175% -0.162 % -0.113% -0.060% -0.059% -0.057% -0.056% -0.055% 0.000% 0.056% 0.057% 0.058% 0.059% 0.115% 0.119% 0.162% 0.165% 0.166% 0.170% 0.181% 0.218% 0.220% 0.229% 0.234% 0.238% 0.243% 0.289% 0.294% 0.297% 0.328% 0.331% 0.339% 0.363% 0.372% 0.416% 0.423% 0.426% 0.451% 0.455% 0.466% 0.482% 0.486% 0.569% 0.592% 0.598% 0.608% 0.612% 0.619% 0.624% 0.628% 0.630% 0.237% 0.300% 0.322% 0.365% 0.595% 0.632% 0.635% 0.639% 0.641% 0.644% Siemens and ABB with different ratings wish to borrow €10 million for five years and have been offered the following rates. How must the swap be structured so that both benefit to the same extent? (6 Points) Siemens ABB Euribor -0.7 % fixed 3.6% 4.1% Siemens wants to borrow at a fixed rate of interest, whereas ABB wants to borrow at a floating rate of interest. Siemens floating Euribor 0.7% Euribor + 0.1 % ABB 4.1% You invested CHF 5'200 in a security. After gathering and ordering the 96 returns, the 95% VaR, and the Expected Shortfall can be calculated. Please show your calculations (4 Points) -0.309% -0.363% -0.362% -0.357% -0.347% -0.288% -0.244% -0.243% -0.237% -0.123% -0.121 % -0.120 % -0.117% -0.185 % 0.060% -0.489% -0.472% -0.453% -0.440 % -0.431% -0.422 % -0.401% -0.396 % -0.346% -0.330% -0.328% -0.303% -0.302% -0.301% -0.296 % -0.232% -0.226% -0.220 % -0.182 % -0.178% -0.175% -0.162 % -0.113% -0.060% -0.059% -0.057% -0.056% -0.055% 0.000% 0.056% 0.057% 0.058% 0.059% 0.115% 0.119% 0.162% 0.165% 0.166% 0.170% 0.181% 0.218% 0.220% 0.229% 0.234% 0.238% 0.243% 0.289% 0.294% 0.297% 0.328% 0.331% 0.339% 0.363% 0.372% 0.416% 0.423% 0.426% 0.451% 0.455% 0.466% 0.482% 0.486% 0.569% 0.592% 0.598% 0.608% 0.612% 0.619% 0.624% 0.628% 0.630% 0.237% 0.300% 0.322% 0.365% 0.595% 0.632% 0.635% 0.639% 0.641% 0.644%