Companies A and B have been offered the following rates per annum on a $20 million 5-year loan:
![47_Table 8.jpg](https://secure.tutorsglobe.com/CMSImages/47_Table%208.jpg)
Company A requires a floating-rate loan; company B requires a fixed-rate loan. Design a swap that will net a bank, acting as intermediary, 0.1% per annum and that will appear equally attractive to both companies.