Companies X and Y have been offered the following rates per annum on a $20 million five-year loan: Fixed Rate Floating Rate Company X 6% LIBOR + 0.25% Company Y 8.4% LIBOR + 1.25% Company X requires a floating-rate loan; company Y requires a fixed rate investment. Design a swap that will net a bank, acting as intermediary, 50bps per annum and appear to be equally attractive to X and Y.