12 point Suppose a bond manager owns 55 million par value of bond X. which trades at $70, as a modified duration of 6, and has a par value of $100. The manager wants to swap bond X for bond Y, which trades at $85, has a modified duration of 35, and a per value of $100, the manager wants the dollar duration of bond to be the same as the dollar duration of bond X how much in par value of bond Yshould the manager buy! $10,084,03161 $7.058,823.53 58.571428.57 $6,000,000.00 000