Volume 5 (CFA Curriculum-Fixed Income); page 26-the first paragraph (illustrating “how a financial institution uses the swap…”); line 10: “…first two years of three-month Libor minus 12.5 bps”. Can anyone, please, let me know how the 12.5 bps was calculated or why the 2 sets of “pay floating” -three-month Libor minus 10 bps and the three-month Libor minus 15 bps become three-month Libor minus 12.5 bps for the $20m CD? Thanks