A risk manager at a bank is measuring the sensitivity of a bond portfolio to non-parallel shifts in spot rates. The portfolio currently holds a 4-year zero coupon bond and a 7-year zero coupon bond with the following sensitivities to these respective spot rates:

Spot rate	Change in portfolio value for 1-bp increase in spot rate (AUD)
4-year	-189.27
7-year	-302.45

To model the non-parallel movement of the spot rate curve, the manager treats the 2-year, 5-year, and 10-year spot rates as key rates. Given this information, what is the portfolio's key rate 01 (KR01) for a 1-bp increase in the 5-year rate?