Question: If one borrower has a comparative advantage in the fixed-rate market and another borrower has a comparative advantage in the floating-rate market, what is the

If one borrower has a comparative advantage in the fixed-rate market and another borrower has a comparative advantage in the floating-rate market, what is the total possible interest rate reduction gain for both borrowers from creating synthetic debt positions using swaps, given that each party has an absolute advantage in each market?

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