Problem 9 (20 points) Suppose Company A and Company B want to do an interest rate swap. Company A wishes to take out a fixed rate loan, while Company B wishes to take out a floating rate loan. Company A can take out a fixed rate loan with interest rate 8%, B can take out a fixed rate loan with interest rate 6.0%, loan at LIBOR + 0.4%. Design a swap that will net a bank, acting as intermediary, 0.2% per annum and that will appear equally attractive to both companies floating rate loan at LIBOR+0.8%, while Company floating rate or a or a