An investment manager currently holds zero-coupon bonds with a nominal value of USD 88 million, a 5-year maturity, and a 4% yield. Anticipating an increase in interest rates, the manager plans to sell a part of these 5-year bonds and reinvest the resulting capital into zero-coupon bonds maturing in 1.5 years with a 3% yield. Using continuous compounding, determine the amount that should be reinvested in the 1.5-year bonds to ensure the overall portfolio achieves a duration of 3 years.