Companies A and B have been offered the following rates per annum on a $$20$ million five$-$year loan: Company A Company B Fixed rate $5\mathrm{.}0\%6\mathrm{.}4\%$ Floating rate SOFR $+0\mathrm{.}1\%$ SOFR $+0\mathrm{.}6\%$ Company A requires a floating$-$rate loan; Company B requires a fixed$-$rate loan. Design a swap that will net a bank, acting as intermediary, $0\mathrm{.}1\%$ per annum and that will appear equally attractive to both companies.