请老师解释下这道题，不应该是 5bp么？谢谢

问题如下：

Firm X wants to borrow GBP at a floating interest rate, and Firm `I' wants to borrow GBP at a fixed annual interest rate. The interest rates that they face are shown in the table below. What is the maximum spread a financial intermediary could get if it designs a swap making firms X and Y each better off by 20 basis points?

选项：

A.

5 basis points

B.

10 basis points

C.

15 basis points

D.

20 basis mints

解释：