Suppose that a portfolio manager must irfvest funds to satisfy a known liability of $$50$ million $10$ years from now. If $10-$year zero$-$coupon bonds offer a yield to maturity of $10\%,$ how much must the manager invest to satisfy this liability?

$$17,894,874\mathrm{.}33$

$$18,844,474\mathrm{.}14$

$$20,844,482\mathrm{.}10$

$$19,944,974\mathrm{.}98$