Question 3 (20 points) Companies X and Y have been offered the following rates per annum on a $5 million 10-year invef-ment: Fixed Rate Floating Rate Company X 9.2% LIBOR Company Y 10.4% 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, 0.2% per annum and will appear equally attractive to X and Y