4. Company A and Company B need to borrow $250 million US dollars. Company A wishes to borrow at a fixed rate and Company B wants to borrow at a floating rate.The companies have been quoted the following rates per annum: Fixed Floating (semiannualy compounded) Company A LIBOR6-month + 1% Company B 4% LIBOR6-month +0.5% 6% 4.1. If possible design a swap that will net a bank, acting as intermediary, 10 basis points per annum and that will benefit each of the two companies in the same way