BHP Billiton and Rio Tinto have been offered the following rates on a $10 million 10-year investment. BHP Billiton have a fixed rate of 10.0% p.a. and floating rate of LIBOR, whereas Rio Tinto have a fixed rate of 10.5% p.a. and floating rate of LIBOR. BHP Billiton requires a fixed- rate investment while Rio Tinto requires a floating-rate investment. Design a swap that will net an investment bank, acting as intermediary, 0.2% per annum and will appear equally attractive for both companies.