Companies X and Y have been offered the following rates per annum on a $5 million 10-year investment: Fixed Rate Company X Company Y 8.0% 8.8% Floating Rate LIBOR LIBOR Company X requires a fixed-rate investment; company Y requires a floating-rate investment. Both companies enter into a swap that will net a bank, acting as intermediary, 0.2% per annum. The swap is designed to be equally attractive to the two companies. What is company X's effective interest rate? Note: This is an investment problem, which means that both companies are receiving (NOT PAYING) interests. In other words, the interest payments are inflows not outflows. A. Company X should be able to get a fixed-rate return of 7.9% per annum B. Company X should be able to get a fixed-rate return of 7.7% per annum OC. Company X should be able to get a fixed-rate return of 8.1% per annum OD. Company X should be able to get a fixed-rate return of 8.3% per annum