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Company A can borrow fixed at 9.9 percent and floating at LIBOR percent. Company B can borrow fwed at 108 percent and floating at LIBOR+0.3 percent. A financial intermediary charges a fee of 0.09 percent Company A wishes to borrow floating and company B wishes to borrow fixed. Assume the gain is evenly split between the two parties and floating rate legs are LIBOR. Design the swap. What is the company A's fixed rate leg and company B's fixed rate leg respectively. A receive 10.155, B: pay 10 245 percent A receive 9.645, B: pay 11355 percent A: pay 10.155, B: receive 10.245 percent A: receive 10.245, Bpay 10.155 percent