Companies X and Y have been offered the following rates per annum on a $5 million 10-year investment: Fixed RateFloating Rate Company X 8.0% Company Y 8.8% 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 will be designed so that it will appear equally attractive to X and Y. Note: This is an investment, which means both companies are offering loans not asking for loans. In other words, the above interest payments are inflows not outflows. What is Company X's effective interest rate received? A. company X should be able to get a fixed-rate return of 8.1% per annum B. company X should be able to get a fixed-rate return of 7.9% per annum C. company X should be able to get a fixed-rate return of 8.3% per annum D. company X should be able to get a fixed-rate return of 7.7% per annum