A Japanese MNC and a UK MNC both have GBP 33 million debt outstanding which matures in 4 years' time. The Japanese MNC would like to borrow fixed GBP-denominated debt which it can but for 5.50%. The Japanese MNC is currently borrowing floating GBP-denominated debt at LIBOR+0.5\%. Meanwhile the UK MNC is currently paying 4.50% p.a and would like floating GBPdenominated debt which it can obtain at LIBOR+0.1\%. Barclays proposed to arrange a swap for both MNCs and will charge 20 basis points of the total savings available. The balance of the savings will be split equally between the two MNCs. The total savings available from the swap is basis points. The fixed rate paid to Barclays within the swap is and the net cost to the UK MNC from the swap arrangement is a. 60,4.90%, LIBOR 0.1% b. 140,5.50%, LIBOR 0.5% C. 40,4.90%, LIBOR 0.1% d. 120,5.30%, LIBOR 0.5% e. None of the options in this question are correct. f. 60,5.50%, LIBOR 0.1% g. 140,4.90%, LIBOR 0.5% h. 40,4.90%, LIBOR 0.5% i. 120,4.90%, LIBOR 0.5%