note: using SOFR and not LIBOR. Swap example from powerpoint provided at the bottom of the photo. thank you in advance for your help! :)

Companies A and B have been offered the following rates per annum on a $20 million 5-year loan: Company A Company B Fixed Rate 5.0% 6.4% Floating Rate SOFR + 0.1% SOFR + 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 annum and that will appear equally attractive to both companies. Hint: Your swap should look like the swap described in slide #20 in Chapter 7 PowerPoint 4.33% 4% AAACorp F.I. 4.37% BBBCorp Floating! Floating+0.6% Floating