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Option futures derivatives trading
A. This is feasible, and the theoretical basis is the interest rate swap theory.

B before the swap, the interest payable by company a is: 20 million *( LIBOR+0.25%).

The interest payable by Company A is: 20 million * 10%.

After the swap, the interest payable by Company A is: 20 million *( LIBOR+0.75%).

The interest payable by Company A is: 20 million *9%.

Overall reduction of financing cost after swap;

10%+ LIBOR +0.25%-(9%+ LIBOR +0.75%)=0.5%

C the fixed interest rate of Party A's loan to Party B is I,

Company B's direct loan has a fixed interest rate of 10%, so I must first meet the following conditions: I

Secondly, Company A cannot lose money in interest rate swap.

Then I-9% >; = LIBOR +0.75%- LIBOR +0.25%

To sum up, 9.5% is calculated.