5.17 The Swap when a financial Institution is involved (Figure 5.7, page 130) 9.93 9.97 10% A FI B LIBOR+1%o LIBOR 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 5.17 The Swap when a Financial Institution is Involved (Figure 5.7, page 130) A F.I. B 10% LIBOR LIBOR LIBOR+1% 9.93% 9.97%