(Ch.22) A bond portfolio manager owns $7 million of par value of bond A. The bond is trading at 91 and has a modified duration of 6.7. The portfolio manager is considering swapping out of bond A and into bond B. The price of this bond is 106 and its modified duration is 3.6. 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? Round to the nearest $0.01 mln.