Companies A and B have been offered the following rates per annum on a $$20$M five$-$year loan. Company A requires a floating$-$rate loan. Company B requires a fixed rate loan. Design a swap that will appear equally attractive to both parties $($split any gains from the swap right down the middle$).$

Fixed Rate Floating Rate

Company A $4\mathrm{.}1\%$ LIBOR $+0\mathrm{.}3\%$

Company B $6\mathrm{.}7\%$ LIBOR $+0\mathrm{.}7\%$

After the swap you designed, at what fixed rate of interest does Company B borrow?