I got few answers, but it is still wrong. someone help me with this please! really appreciate for your help

Company A, a US manufacturer, wishes to borrow US dollars at a fixed rate of interest. Company B, a US en- trepreneurship, wishes to borrow US dollars at a floating rate of interest linked to LIBOR. They have been quoted the following rates per annum: Company A Company B Floating Rate LIBOR + 10 bps LIBOR + 50 bps Fixed Rate 6% 5% Design a swap that will net a bank, acting as intermediary, and that will produce a gain of 70 basis points (0.7%) per annum for each of the two companies