I made the cable using a regular RCA cable see attached picture:
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Please keep in mind that this is only a temporary solution (made it quickly to see if I could get it to work) as I will use the original cable from Mercedes.
The colors are as follow: On the adapter there are 2 Black cable which are the negative leads for Right and Left input, and the other two colors are used for the positive leads for right and left input. On the RCA cable, when spliced, the outer cable is negative and the inner cable is positve, so in other words match the black cable found on the adapter with the outer cable of the RCA cable, and the other color with the inner cable. When finished insert the cable from the back side to make good contact with the adapter. Very simple.
An update on my question: It seems that there are 2 types of APS50: NGT1 (used in E-Class, CLS and SLK) and the APS50 NGT2 (used in C-class, A-class, ...)
The NGT2 devices do have an AUX, the NGT1 not according to another forum, so perhaps the person at mercedes who told me that the APS50 did not have AUX functions did not know this little fact (should have though).