An insurance company must make payments to a customer of $$10$ million in one year and $$6$ million in five years. The yield curve is flat at $10\%.$

a$.$ If it wants to fully fund and immunize its obligation to this customer with a single issue of a zero$-$coupon bond, what maturity bond must it purchase? $($Do not round intermediate calculations. Round your answer to $4$ decimal places.$)$

b$.$ What must be the face value and market value of that zero$-$coupon bond? $($Do not round intermediate calculations. Enter your answers in millions rounded to $2$ decimal places.$)$