To effectively adjust the portfolio's duration to 3 years, considering an anticipated rise in interest rates, the portfolio manager plans to sell a portion of their 5-year zero-coupon bond holdings and reinvest the proceeds into 1.5-year zero-coupon bonds. Currently, the portfolio manager holds USD 88 million face value of 5-year zero-coupon bonds, yielding 4% with continuous compounding. The 1.5-year bonds yield 3% under similar continuous compounding assumptions. What market value of 1.5-year zero-coupon bonds should the portfolio manager purchase to achieve the desired duration adjustment?