A bank has the following assets and liabilities: i) Total Assets: $110 million of 15-year loans (duration = 12.8 years); ii) Total Liabilities: $85 million of 5-year debt issued to the public (duration = 4.2 years). In order to fully immunize the bank's equity from interest rate risk, the risk manager of the bank has decided to restructure the total assets. More specifically, she is hoping that the immunization could be achieved by selling some of the existing 15- year loans and using the proceeds from the sale to purchase 1-year zero-coupon treasury bonds. To make this immunization strategy successful, how much (in dollar amount) of the existing 15-year loans does the risk manager need to sell