You manage a bond portfolio set up to fund your clients employee pension fund, with payments of $6M per year resembling a perpetuity. You decide to immunize the pension fund liability by purchasing two zero coupon bonds, one maturing in 8 years, and the other maturing in 20 years. The yield on both bonds and the perpetuity is 8%. How much money should you invest today in the 20-year zeros? Enter your answer in millions of dollars, rounded to two decimal places; e.g., if you should invest $55.5555 million, you should enter 55.56.