5.12 A and b transform an asset (Figure 5.3, page 125) 5%0 4.7% B LIBOR-0.25% 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 5.12 A and B Transform an Asset (Figure 5.3, page 125) A B LIBOR 5% LIBOR-0.25% 4.7%