yield curve is upward sloping 7.9. Companies X and Y have been offered the following rates per annum on a $5 million 10-year investment: Fixed rate Floating rate Company X 8.0% LIBOR Company Y 8.8% LIBOR Company X requires a fixed-rate investment company Y requires a floating-rate invest- ment. Design a swap that will not a bank, acting as intermediary. 0.2% per annum and will appear equally attractive to X and Y