2. Company A needs $30 million at a floating-rate to fund a 5-year project while Company B desires $30 million at a fixed rate to complete its 5-year construction plans. Company A and Company B have been offered the following rates per annum on a $30 million 5-year loan: Fixed rate | 12.0% 113.4% Floating rate LIBOR + 0.1% LIBOR + 0.6% Company A: Company B: What might explain the differences in the rates offered the two companies? What is the QSD in this case? 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 your calculations as you illustrate the transaction. Use the appropriate PowerPoint slide from the class in your illustration. a. b. C