Companies A and B have been offered the following rates per annum on a $20 million 5-year loan: Fixed rate Floating rate Company A: Company B: LIBOR +0.1% LIBOR +0.6% 5.0% 6.4% Company A requires a floating-rate loan; company B requires a fixed-rate loan. Design a swap that will net a bank, acting as intermediary, 0.1% per annum and that will appear equally attractive to both companies.