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?