Companies X and Y have been returning the following rates per year on a $5 million 10-year investment:

	Fixed rate	Floating rate
Company X	8.0%	LIBOR
Company Y	8.8%	LIBOR + 0.2%

Company X requires a fixed-rate investment; company Y requires a floating-rate investment.

Design a swap with graph that will net a bank, acting as intermediary, 0.1% per annum and that will appear equally attractive to both companies. (The final swap is not unique. as long as it is logical, I count it right)