Company A, a British manufacturer wishes to borrow U.S. dollars at a fixed rate of interest. Company B, a U.S. multinational, wishes to borrow sterling at a fixed rate of interest. They have been quoted the following rates per annum (adjusted for differential tax effects) Sterling US Dollars Company A 11.0096 7.00 Company B 10.60% 6.2094 A bank is planning to arrange a swap and requires a 10-basis-point spread. If the swap is equally attractive to A and what rates of interest will A and B end up paying