just please list answers A-F thank you!

QUESTION 2 20 poin Companies X and Y have been offered the following rates per annum on a 55 million 10 year Investment: Fixed Rate Floating Rate Company X 7.0% LIBOR Company Y 7.796 LIBOR Company X requires a fixed-rate investment, company Y requires a floating-rate investment. Design a swap that will net a bank acting as intermediary, 0.1% per annum and will appear equally attractive to X and Y. The swap arrangement below. . D. E Bank Y C. E Als