You are a bond portfolio manager and have $3 million that you will invest for 3 years. You have an obligation due in 3 years and you want to immunize your portfolio against interest rate risk over this horizon. You use the $3 million to invest in two zero coupon bonds: a 5-year bond and a 2-year bond. How much money should you invest in the 5-year bond?

A) $0

B) $0.8 million

C) $1 million

D) $2 million

E) $3 million