Companies X and Y have been offered the following rates per annum on a $5 million 10-year loan:

	Fixed Rate	Floating
Company X	8%	LIBOR
Company Y	8.8%	LIBOR-0.3%

Company X requires a floating-rate loan; company Y requires a fixed-rate loan. Design a swap that will net a bank, acting as the intermediary, 0.1% per annum and will appear equally attractive to X and Y. (Make all the floating interests equal to the Libor rate).