Consider Company A that holds mostly floating-rate short-term TL-denominated assets, partly financed with a 50m 4-year bonds with fixed 10% annual coupons. As a result, Company C is faced with both an interest rate risk and a foreign exchange risk. On the other side, consider Bank B with mostly fixed-rate long-term -denominated assets, which have been partly financed with 2,000b floating-rate short-term deposits. Bank B is also faced with interest rate risk and foreign exchange risk. Design a fixed-to-floating currency swap between the two parties to reduce their risk exposures