An insurance company issued a $90 million one-year, zero-coupon note at 8 percent add-on annual interest (paying one coupon at the end of the year) and used the proceeds plus $10 million in equity to fund a $100 million face value, two-year commercial loan at 10 percent annual interest. Immediately after these transactions were (simultaneously) undertaken, all interest rates went up 1.5 percent. Using duration, what is the new expected value of the loan if interest rates are predicted to increase to 11.5 percent from the initial 10 percent? (Do not round intermediate calculations. Enter your answer in millions rounded to 3 decimal places. (e.g., 32.161)) e. What is the duration of the insurance companys liability when it is first issued? (Round your answer to the nearest dollar amount.) in years.