Consider a bond portfolio that has a one-year interest rate delta of 1,009, a two- year interest rate delta of 2,102, and a three-year interest rate delta of 3,204. On a day when the one-year interest rate rises by 21 basis points, the two-year interest rate rises by 16 basis points, and the three-year interest rate rises by 7 basis points, what is the change in the value of this portfolio