You would like to design a floater and an inverse-floater from a 4-year fixed rate 5% semi-annual coupon bond with a principal of $100M. You will need to impose a cap on the floater of 10% and a floor for the inverse floater. What are the coupon rates for the floater and inverse-floater? Based on the cap, what should be the floor? You will need to make an assumption for the par values for both the floater and inverse-floater that will sum to $100M. What is the cap on the reference rate? What should be the weighted average of the coupon rate of both of these bonds?