Assume we are given Andrews and Bricks Limited that have been offered 5 year rates in the US$ and Pound Sterling currencies as tabulated below: Show how Andrews and Bricks Limited can arrange a...

Assume we are given Andrews and Bricks Limited that have been offered 5 year rates in the US$ and Pound Sterling currencies as tabulated below:

Show how Andrews and Bricks Limited can arrange a currency swap assuming there is an intermediary in the swap who demands a commission of 0.4% and the firms would share the net benefits in the ratio 56% and 44% respectively. Assume also that the currency swap is initially arranged by an intermediary and Andrews borrows from the American market and Bricks borrows from the British market respectively.