swap strategies, page 530, q 3

What is with the assumption that selling notes with face value of 5M and interest of LIBOR * 2.5 will generate 12.5 (5*2.5) in cash? In fact assuming the appropriate rate for the firm is Libor, ie it can issue bonds paying libor and sell them at par. If it issued a bond paying 2.5 * libor it would sell for (2.5*par)-(PV(1.5*facevalue)) since we can view it as 2.5 bonds, with 1.5 of them not paying back the facevalue

The coupon is 2.5 times LIBOR, but to get that cashflow to balance out you need 2.5 times the notional principle in the swap and the straight bond.