Q5. Companies X and Y are offered the following rates on a $5million 5-year investment with annual payments: FIXED FLOATNIG X 8% LIBOR Y 8.8% LIBOR x > Y requires a floating rate investment and X requires a fixed rate investment. Design an indirect swap that is equally attractive to X and Y and SD makes .2% (20 basis points). Q6. The swap in Q5 is for 5 years with annual payments. Assume that LIBOR turned out to be: 7%, 8%, 9%, 10% and 11%. Show the cash flows to A, B and swap dealer