(5 points) An insurance company has an obligation to a customer. The obligation requires the insurance company to make a payment of $15 million in 6 years and $10 million in 13 years. Assume annual compounding and that the yield curve is flat at 6%. The insurance company has hired you to help it fully fund and immunize its obligations with a single issue of a zero-coupon bond using the duration approach. What must be the maturity and the face value of the zero-bond