Two companies, AEM and Edison, have been offered the following (annualized) interest rates on a 7 years long, 10 million loan: Fixed Rate Floating Rate AEM 6.4% Euribor + 0.8% Edison 5.0% Euribor + 0.3% Assume that an intermediary, Mediocredito, negotiates two separate plain vanilla swap contracts, one with Edison and one with AEM, which allow to internalize the total gain from the two companies comparative advantages and which yield a margin of 0.1% per annum for Mediocredito. Assume the floating-rate legs of these two swap contracts require the payment of a floating rate equal to the Euribor interest rate. What are the interest rates on the fixed-rate legs of the these two swap contracts which make such contracts equally attractive to AEM and Edison? the rate in the swap between AEM and Mediocredito is 6.4%, the rate in the swap between Edison and Mediocredito is 5.0% the rate in the swap between AEM and Mediocredito is 5.8%, the rate in the swap between Edison and Mediocredito is 5.0% the rate in the swap between AEM and Mediocredito is 5.2%, the rate in the swap between Edison and Mediocredito is 5.1% none of the other options