X1, X2, X3, ..., x8=1,2,3....8 Company A and B have been offered the following quarterly compounded rates per annum on a ten-year investment with a principal of $50x: Company Fixed rate (%) Floating rate (basis points over LIBOR) 10(x1+x2) 10xmax(X5, X6) A X] + x2 xi + max(X5, X6) B Company A and B wish to use swaps to transform their investments from their respective apparent comparative advantage interest rates market. Design a swap that will net a bank who acts as an intermediary at 0.05% per annum with quarterly compounding and appear equally attractive to the companies