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: Fixed-Rate Borrowing Cost 10% 12% Floating-Rate Borrowing Cost LIBOR LIBOR + 1.5% Company X Company Y 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 | ; B X Y a) A = 10%; B = 11.75%; C = LIBOR - 25%; D = LIBOR + 1.5% b) A = 10%; B = 10%; 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%