Companies X and Y have been offered the following rates per annum on a $5 million 10-year investment, and a bank, acting as intermediary, will charge 0.2% per annum ( 20 basis points) to arrange and manage the swap, which appear equally attractive to X and Y. Please note that this is an investment swap, not a liability swap, so the "outside" arrows move in the opposite direction as the liability examples in the module. Please see the Hull textbook for more details (p. 162-163 of the 7th edition). Company X requires a fixed-rate investment, and company Y requires a floating-rate investment. If Company X pays LIBOR to the bank, and the bank pays LIBOR to Company Y, what rate will Company Y pay to the bank? (please enter your answers as percentages, for instance answer 9.0 to indicate 9.0% )