The current spot exchange rate is $2l1. A U.5. company wants to fund a 5 million U.K. investment with oneiyear euro commercial paper. A UK. company wants to fund a $10 million US. investment with one, year US, dollar commercial paper, These companies respective borrowing costs are summarized in the following table, What must be the values of A and B in the diagram for the U3, and UK, companies to be interested in a currency swa p? Assume for simplicity that there is no bidiask spread (that is, the swap bank does not earn a prot) arid that the forward rate is $2.01911. $ Borrowing Borrowing Cost Cost U.S. Company $ 3% 9% UK. Company $10% 7% U.S. SWAP 3% UK. COMPANY BANK COMPANY