5.10 a and B transform a liability (Figure 5.2, page 125) 5.2 A B LIBOR+0.8% LIBOR Options, Futures, and Other Derivatives, 4th edition@ 2000 by John C. Hull Tang Yincai, Shanghai Normal UniversityOptions, Futures, and Other Derivatives, 4th edition © 2000 by John C. Hull Tang Yincai, Shanghai Normal University 5.10 A and B Transform a Liability (Figure 5.2, page 125) A B LIBOR 5% LIBOR+0.8% 5.2%