6 paints Consider a pension fund manager with known liabilities of $20 million in 10 years and $30 million in 30 years (with annual compounding . If the manager's portfolio has a value of $18million and the interest rate is currently 5% per year, what is the dollar duration of the value of the liabilities if interest rates fall by 0.25% ? 5788,003,13 5750,875.09 \$832.063.73 5881,73182