d. Company A is a AAA-rated firm desiring to issue five-year FRNs. It finds that it can issue FRNs at six-month LIBOR + 1/8 percent or at the six-month Treasury-bill rate + percent. Given its asset structure, LIBOR is the preferred index. Company B is an A-rated firm that also desires to issue five year FRNs. It finds that it can issue at six-month LIBOR + 5/8 percent or at the six-month Treasury- IM-74 bill rate + 1 5/8 percent. Given its asset structure, the six-month Treasury-bill rate is the preferred index. Assume a notional principal of $15,000,000. Determine the QSD and set up a floating-for-floating rate swap where the swap bank receives 1/8 percent and the two counterparties share the remaining savings equally