Company A desires a fixed$-$rate loan. Company A presently has access to floating interest rate funds at SOFR$+2\%.$ Its borrowing cost is $15\%$ in the fixed$-$rate bond market. In contrast, company B$,$ which prefers a floating$-$rate loan, has access to fixed$-$rate funds at $12\%$ and floating$-$rate funds at SOFR$+1\%.$ Suppose both companies enter into an interest rate swap and split the spread differential; that is$,$ they share the spread differential equally. With the swap deal, what interest rate would Company A pay for its fixed$-$rate funds?

Note: Here the two firms enter into the swap deal directly without a bank, or you can assume they enter into it with a bank, but the gain to the bank from the swap is zero.