Company A can borrow yen at 16.0 percent and dollars at 14.6 percent. Company B can borrow yen at 14.6 percent and dollars at 14.133 percent. If A would like to borrow yen and B would like to borrow dollars. The financial intermediary charges a fee of 0.14. The gain is evenly split between the two parties and exchange rate risk assumed by the intermediary. Design a swap. What is company A's yen rate leg and B's dollar rate leg in the swap?
a. A: receive 14.203 percent yen, B: receive 14.203 percent dollars
b. A: pay 14.063 percent yen, B: pay 14.063 percent dollars
c. A: receive 15.463 percent yen, B: receive 13.597 percent dollars
d. A: pay 15.603 percent yen, B: pay 13.737 percent dollars