hard · Debt Capital Markets

An issuer is deciding between issuing in USD or EUR. They can issue 5-year USD debt at 5.00% or 5-year EUR debt at 3.00%.

If the 5-year cross-currency basis is -25 bps (meaning EUR is more expensive to swap back to USD), what is the synthetic USD cost of issuing in EUR?

  1. 5.25%
  2. 4.75%
  3. 5.00%
  4. 3.25%

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