A company has an asset portfolio with a market value of $120 million and a duration of 6 years. The expected annual return on the assets is 10%. The company also has a liability of $100 million due in 5 years. The duration of the liabilities is 5 years. The company wants to minimize the risk of a funding shortfall by matching the duration of its assets with the duration of its liabilities. The company can invest in bonds that have a duration of 5 years and a yield to maturity of 8%. How much should the company invest in these bonds to minimize the risk of a funding shortfall?