6*.15 Points Company A, a French manufacturer, desires one year. Company B, a U.S. multinational, wishes to invest in curo at a fixed rate of interest Pany A, a French manufacturer, desires to invest in U.S. dollars at a fixed rate of interest to have been quoted the following rates per annum (adjusted for differential tax effects): st in euro at a fixed rate of interest for one year. They Company Euro U.S. Dollar Company A 10.6% 6.0% Company B 9.6% 6.29 a) Design a swap that will net a bank acting as intermediary. 30% of OSD (quality spread differentia per annum and that will generate a pain of 0 of OSD per annum for and 70% of OSD for company B. Assume that A and B agree to pass through all of their initial cash inflows generated from their investment to the bank.[3 Points QSD: and Bagrat a Bain Co.A Bank Co. B b) Suppose that the notional value of swap is $8 million and 010 million at the initial spot exchange rate of S $1.25 - Calculate gains (losses) for the intermediary bank if the exchange rate will be one year from now. [2 Points