An investor with an investment horizon of $1\mathrm{.}4$ year$($s$)$ purchases a $9\%$ coupon bond with $2$ years to maturity and a face value of $$100.$ The bond is trading at a yield of $5\%.$ Coupons are paid semi$-$annually. What is this investor's duration gap?

Assume semi$-$annual compounding. Round your answer to $4$ decimal places.