Companies X and Y have been offered the following rates per annum on a $100 million five-year loan: Fixed Rate 5.5% 4.3% 1.2% Floating Rate Company X Company Y Differences LIBOR+0.4% LIBOR+0.2% 0.2% Company Y requires a floating-rate loan; company X requires a fixed-rate loan. Design a swap that will net a bank, acting as intermediary, 0.1% per annum and that leads to savings fo x of 0.2% (Explain both in words and using a chart)