Companies A and B have been offered the following rates per annum on a $5 million 6 year loan. Fixed rate loan - Company A: 3%, Company B: 4.5% Floating rate loan - Company A: SOFR + 0.75%, Company B: SOFR + 1.25% Suppose that a bank, acting as swap dealer, enters into interest rate swaps with companies A and B, thus earning 0.2%, while the remaining gain is shared equally between the two companies. Assume that the floating rate of both interest rate swaps equals the SOFR rate. The fixed rates on Company A's and B's swap with the bank are: a. 4.5% and 4.7% respectively O b. 3% and 3.2% respectively C. 2.85% and 2.65% respectively O d. 2.65% and 2.85% respectively