The following table presents the borrowing rates facing firm X and firm Y: Firm X Firm Y Fixed Rate 9.0% 10.6% Floating Rate LIBOR - 0.1% LIBOR + 0.4% Assume that both companies negotiate through a swap dealer that takes 0.2% of the profits to himself, and the firms split the remaining savings between them, where firm X gets twice as much as firm Y. What will firm Y borrow in the market? What will firm X receive from firm Y? What is the percentage that firm X can save by using this swap? Floating, Floating, 0.3% O Fixed, Floating, 0.4% O Fixed, Floating, 0.6% O Floating, Fixed, 0.6% Floating, Fixed, 0.3%