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 appropriafe values for: A= Company X 's external borrowing rate B= Company Ys payment to X (rate) C= Company X's payment to Y (rate) D= Company Y's external borrowing rate