After the change, A floats LIBOR+2%, B is fixed at 10%, and the agency fee is 0. 1%. One * * is the cost of LIBOR+65,438+02.65,438+0%, and the two companies will make a profit of 0.9%. After equal share, each company lost 0.45% of the cost, and an average company lost 45,000 yuan.
Method 2: The difference of fixed interest rate is 12%- 10%=2%, and the difference of floating interest rate is 1%, so the two companies pay 0.9% less on average than before the swap.
Answer: LIBOR+2%-0.45% = LIBOR+1.55%.
b: 12%-0.45% = 1 1.55%