5.16 The swap(Figure 5.6, page 130) 9.95 10% A B LIBOR+1% 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 5.16 The Swap (Figure 5.6, page 130) A B LIBOR LIBOR+1% 9.95% 10%