Company X and Company Y have been offered the following rates per annum on a 10 million 5-year loan: Fixed Rate Floating Rate Company X 6.2% LIBOR + 0.3% Company Y 7.8% LIBOR + 1% Company X requires a floating rate loan; company Y requires a fixed rate loan. Design a swap that will net a bank acting as intermediary 0.3 percent per annum and which will be equally attractive to X and Y. You need to draw a diagram to indicate the interest rate flows.