The company can borrow at 6.5% or Libor +2%. Its bank quotes a swap at 6.06.2 What should it do? A. It should do the swap because it will save 150bps B. It should do the swap because it will save 170bps C. It should not do the swap because it will cost 170bps D. It should not do the swap because it will cost 50bps E. None of the above