The followings are the financing rates of Firm A and B in the fixed-rate and floating rate markets: Firm A Firm B Fixed-rate 5.10% 6.30% Floating rate LIBOR+0.30% LIBOR+2.90% Because of the nature of their business, Firm A would need to secure effectively fixed-rate financing, while Firm B to secure effectively floating-rate financing. (a) What is the size of the market anomaly? Construct an interest rate swap between Firm A and Firm B such that the savings in financing costs will be equally split between the two firms. What are the effective financing costs for Firm A and Firm B, respectively, after entering into the swap?