Companies X and Y have been offered the following rates per annum on a $5 million 10-year investment (Cash Inflow):

Company X:

Fixed rate = 8%

Floating rate = LIBOR

Company Y:

Fixed rate = 8.8%

Floating rate = LIBOR

Company X requires a fixed-rate investment; company Y requires a floating-rate investment. Design a swap (for which a bank B intermediary between X and Y charges 0.2% per annum) that will appear equally attractive to X and Y.