A financial risk manager at a financial institution is evaluating how a bond portfolio reacts to non-uniform shifts in the spot rate curve. The portfolio consists of a 4-year zero-coupon bond and a 7-year zero-coupon bond. Each bond has a particular sensitivity to changes in its specific spot rates, as illustrated below:

Spot rate duration	Impact on portfolio value for a 1-bp increase in the spot rate (AUD)
4 years	-189.27
7 years	-302.45

To account for the non-parallel movements in the spot rate curve, the risk manager has identified the 2-year, 5-year, and 10-year spot rates as critical rate durations. Using the given data, calculate the portfolio's key rate duration (KR01) in response to a 1-bp increase in the 5-year spot rate.