Suppose you issue $5-yr$ Floating rate financing at LIBOR $+30$BP$.$ You approach a swap dealer about swapping it into fixed. The dealer is offering Dealer$-$paysfixed at $4\%$ and Dealer$-$receives$-$fixed at $4\mathrm{.}08\%($both in exchange for LIBOR flat$).$ Consider swapping your floating rate financing into fixed and then swapping it back synthetically $($using caps and$/$or floors$).$ Here are the quotes from a dealer on Caps and Floors:

$\backslash$table$[[$Strike Rate,Dealer buys a $5-$year cap,Dealer sells a $5-$year cap$],[4\%,95BP,100BP$

Note: use $5\%$ for amortization

How was $100$ bo per year found? Please show step by step work