The following information applies to Question 6 and Question 7. Companies X and Y have been quoted the following investment rates: Company Fixed Floating X 5.00% BBSW 0.10% BBSW +0,37% Y 5.08% Company X wishes to invest at the floating rate while company Y wishes to invest at the fixed rate. Swaps are arranged through a financial intermediary that requires a fee of 0.04% with the remaining benefit divided between X and Y in the ratio 1:2. Question 6 3 pts Determine the swap arrangements to meet the requirements of the two companies with the floating rates on the swaps adjusted to BBSW, and describe the 6 arrows that appear in the resulting diagram. For example. X pays (or receives from) the market at 2% FI pays (or receives from) X at 3% X pays (or receives from) FI at BBSW etc. Note that the statements in the above example are not the correct answers to the