Can someone verify that my answers are correct? If they are not correct can you show me why? Thanks!

Q1: Company A has been offered the rates shown in following Table. It can borrow for four years at 3.56%. What floating rate can it swap this fixed rate into? Q2: Company B has been offered the rates shown in the following Table. It can borrow for three years at LIBOR plus 54 basis points. What fixed rate can it swap this floating rate into? Q3: Company C has been offered the rates shown in the following Table. It can invest for seven years at 3.25%. What floating rate can it swap this fixed rate into? Q4: Company D has been offered the rates shown in the following Table. It is confident that it will be able to invest at LIBOR minus 30 basis points for the next five years. What fixed rate can it swap this floating rate into? Maturity Bid (%) Offer (%) Swap Rate (%) 2 years 2.55 2.58 2.565 3 years 2.97 3.00 2.985 4 years 3.15 3.19 3.170 5 years 3.26 3.30 3.280 7 years 3.40 3.44 3.420 10 years 3.48 3.52 3.500 1.) Cash inflow 3.15% Cash outflow 3.56% + LIBOR Net Inflow = Inflow - Outflow = 3.15% -3.56% + LIBOR = - (LIBOR + 0.41%) 2.) Inflow = LIBOR + 0.54 + 3 Outflow = LIBOR Net Inflow = 3.54% 3.) Inflow = 3.25 + LIBOR Outflow = 3.44 Net Inflow = 3.25 + LIBOR - 3.44 = LIBOR - 0.19 4.) Inflow = LIBOR -0.3 Outflow = 3.30 Net Inflow = LIBOR -0.3 -3.30 = LIBOR - 3.60 Q1: Company A has been offered the rates shown in following Table. It can borrow for four years at 3.56%. What floating rate can it swap this fixed rate into? Q2: Company B has been offered the rates shown in the following Table. It can borrow for three years at LIBOR plus 54 basis points. What fixed rate can it swap this floating rate into? Q3: Company C has been offered the rates shown in the following Table. It can invest for seven years at 3.25%. What floating rate can it swap this fixed rate into? Q4: Company D has been offered the rates shown in the following Table. It is confident that it will be able to invest at LIBOR minus 30 basis points for the next five years. What fixed rate can it swap this floating rate into? Maturity Bid (%) Offer (%) Swap Rate (%) 2 years 2.55 2.58 2.565 3 years 2.97 3.00 2.985 4 years 3.15 3.19 3.170 5 years 3.26 3.30 3.280 7 years 3.40 3.44 3.420 10 years 3.48 3.52 3.500 1.) Cash inflow 3.15% Cash outflow 3.56% + LIBOR Net Inflow = Inflow - Outflow = 3.15% -3.56% + LIBOR = - (LIBOR + 0.41%) 2.) Inflow = LIBOR + 0.54 + 3 Outflow = LIBOR Net Inflow = 3.54% 3.) Inflow = 3.25 + LIBOR Outflow = 3.44 Net Inflow = 3.25 + LIBOR - 3.44 = LIBOR - 0.19 4.) Inflow = LIBOR -0.3 Outflow = 3.30 Net Inflow = LIBOR -0.3 -3.30 = LIBOR - 3.60