NO.PZ2023091802000158
问题如下：
An oil driller
recently issued USD 250 million of fixed-rate debt at 4.0% per annum to help
fund a new project. It now wants to convert this debt to a floating-rate
obligation using a swap. A swap desk analyst for a large investment bank that
is a market maker in swaps has identified four firms interested in swapping
their debt from floating-rate to fixed-rate. The following table quotes
available loan rates for the oil driller and each firm:
A swap between the oil driller and which firm offers the greatest possible combined benefit? (Practice Exam)
选项：
A.Firm A
B.Firm B
C.Firm C
D.Firm D
解释：
Since
the oil driller is swapping out of a fixed-rate and into a floating-rate, the
larger the difference between the fixed spread and the floating spread the
greater the combined benefit. See table below:
选出来C选项没问题，我的过程（参考做过的其他经典题/课后题）
和A: 4+L+1 VS 3.5+L+1.5 ——LIBOR消除，两边都是5，没有benefit
和B: 4+L+3 VS 6+L+1.5——7vs7.5，0.5的benefit
和C: 4+L+2 VS 5.5+L+1.5——6vs7，1的benefit
和D: 4+L+2.5 VS 4.5+L+1.5——6.5vs6，0.5的benefit
C选项的combined benefit最大，选这个，这样解题有可以吗？
