Company X wants to borrow $10,000,000 floating for 5 years; company Y wants to borrow $10,000,000 fixed for 5 years. Their external borrowing opportunities are shown here: Design a mutually beneficial interest only swap for X and Y with a notational principal of $10 million by having appropriate values for; A= Company X's external borrowing rate B= Company Y's payment to X (rate) C= Company X 's payment to Y (rate) D= Company Y's external borrowing rate a) A=10%;B=10%;C= LIBOR .25%;D=LIBOR+1.5% b) A=10%;B=11.75%;C= LIBOR .25%;D=LIBOR+1.5% c) A= LIBOR; B =10%; C = LIBOR .25%;D=12% d) A = LIBOR; B = LIBOR; C = LIBOR - .25\%; D = 12\% Option b Option d Option c Option a