Company A can borrow yen at 16.2 percent and dollars at 14.8 percent. Company B can borrow yen at 15.2 percent and dollars at 14.467 percent. If A would like to borrow yen and B would like to borrow dollars. The financial intermediary charges a fee of 0. 1. The gain is evenly split between the two parties and exchange rate risk assumed by the intermediary. Design a swap. What is company A's yen rate leg and B's dollar rate leg in the swap? A: receive 15.817 percent yen, B: receive 14.083 percent dollars O A: receive 14.517 percent yen, B: receive 14.917 percent dollars O A: pay 14.417 percent yen, B: pay 14.817 percent dollars O A: pay 15.917 percent yen, B: pay 14.183 percent dollars Company A can borrow fixed at 11.8 percent and floating at LIBOR+0.7 percent. Company B can borrow fixed at 10.4 percent and floating at LIBOR+0.0 percent. If a financial intermediary charges a fee of 0.14 percent, what is the gain to each party to the swap? Assume the gain is evenly split between the two parties. 0.35 percent O 0.98 percent O 0.42 percent O 0.28 percent