Company Q can invest at a fixed rate for five years at 5.0%. A bank is quoting five-year LIBOR swap rates at a bid of 6.0% and an offer of 6.1%. What is the net floating rate (i.e., accounting for all payments) that Company Q can receive if it swaps its fixed rate investment into a floating rate investment?

A. LIBOR 1.1%

B. LIBOR 1.0%

C. LIBOR

D. LIBOR + 1.0%

E. LIBOR + 1.1%