Companies A and B have been offered the following rates per annum on a $10 million three-year investment: Company A requires a three-year fixed rate investment while Company B requires a three-year floating-rate investment. The two companies enter into an interest rate swap that will provide a Financial Institution acting as an intermediary a net margin of 0.6% per annum and split the remaining benefits under the swap as follows: 40% to Company A; and 60% to Company B. Assume that floating rate payments made / received is at LIBOR (+0.0%). What is the rate of the fixed payment received by Company A? Note: Enter your answer in percentage - e.g., 1, not 0.01, for 1%. %