A bond portfolio manager owns $10 million of par value of bond A. The bond is trading at 87 and has a modified duration of 5.3. The portfolio manager is considering swapping out of bond A and into bond B. The price of this bond is 109 and its modified duration is 3.3. How much in market value of bond B, in $ million, should be purchased so that the dollar duration of bond B will be the same as that of bond A?

answer should be 13.97, i was wondering if i can see the work involved