An investor with an investment horizon of 2.5 year purchases a 8% coupon bond with 2 years to maturity and a face value of $100? The bond is trading at a yield of 8%. Coupons are paid semi-annually. What is this investor's duration gap?

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

The correct answer for this question is -0.6086. I want to know why.