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Question: Design a swap that will bank, acting as intermediary, 0.1% per annum and that will appear equally attractive to both companies. (Note: the floating

Question: Design a swap that will bank, acting as intermediary, 0.1% per annum and that will appear equally attractive to both companies. (Note: the floating rate is using SOFR not LIBOR) Thanks in advance for your help! :)
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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

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