Companies A and B have been offered the following rates per annum on a $20 million five-year loan: Fixed Rate Company A 4.2% Company B 6.8% Floating Rate LIBOR+0.1% LIBOR+0.4% 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, 0.1% per annum and that will appear equally attractive to both companies. As you will calculate, A will receive fixed and pay floating. B will receive floating and pay fixed to the bank. What is the fixed payment that company A receives from the bank as part of the swap? (Please enter the rate in percentage points, i.e. if the answer is 7% enter 7 and not 0.07)