Company H is a high risk borrower. It wants a fixed rate loan. It can borrow is $8\mathrm{.}75\%$ in the fixed rate market. It is presently borrowing at floating rate of $1\mathrm{.}00\%$ over PRIME. Company L is a low risk borrower who prefers a floating rate loan. Although its floating rate is $0\mathrm{.}25\%$ over PRIME, it is currently borrowing at a fixed rate of $6\mathrm{.}50\%.$ As a manager of the swap desk of a major bank, you want work out an arrangement such that of the total savings from the swap $30\%$ would go to company H$,30\%$ to company L$,$ and the rest to the bank. As result of the swap, how much will Company H end up paying for its fixed rate loan:

Group of answer choices

Prime $+1\mathrm{.}00\%$

$8\mathrm{.}75\%$

$8\mathrm{.}30\%$

$6\mathrm{.}50\%$