In class review questions Q1. Companies A and B have been offered the following rates per annum on a $20 million 5 years loan: Fixed Floating 5.00% LIBOR + 0.1% Company A Company B 6.40% LIBOR + 0.6% Company A requires a floating-rate loan ; company B requires a fixed-rate loan. Design a swap that will net a bank, acting as intermediary, 0.1% per a annum and will appear equally attractive to A and B. 24