How should I solve this?

Consider a situation where BHP needs a 3-year floating rate loan, and Rio Tinto needs a 3-year fixed rate loan. They have been quoted the following 3-year semi-annually compounded rates: (a) Design a swap that will net a bank, acting as an intermediary, 30 basis points and provide the remaining benefit in the ratio 2:1 between BHP and Rio Tinto. The bank assumes all default risk. (b) If the principle of the loan is AUD$200 million, then what is the value of the swap (with the bank) to BHP