1. Companies A and B have been offered the following rates per annum on a $20 million five-year loan: Fixed rate 5.0% 64% Floating rate LIBOR + 0.1% LIBOR i 0.6% Company A Company B Company A requires a floating-rate loan; Company B requires a fixed-rate loan. Design swap that will net a bank, acting as intermediary, 0.1% per annum and that will appea equally attractive to both companies