Coca-Cola (US firm) wants to borrow GBP and Unilever (UK firm) would like to borrow USD. Unilever can borrow USD at 6.50% and pounds at 9%. Coca- Cola can borrow USD at 5% and GBP at 7.75%. What range of interest rates would make the swap attractive for both parties? O a. GBP interest rate strictly between 7.75% and 9%. O b. It is not possible for there to be a swap between these two parties. O c. GBP interest rate strictly between 7.25% and 7.75%. O d. None of these options is correct.