10. Companies A and B have been offered the following rates per annum on a $20 million five-year loan: Fixed Rate Floating Rate 4.0% LIBOR+0.2% Company A 5.3% LIBOR+0.3% Company B 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. Show the appropriate arrangement in Figure