You interview for a job in a fixed income mutual fund and before you leave the house you observe that a 10-year Treasury note has YTM of 2.4%. The Price is par. You calculated that the modified duration is 9.1 years. During the interview, you are told that the interest rate on the 10-year just rose by 20bp to 2.6%. To make a good impression you respond with, "That's a ____ percent loss!" (Show your work, and round to the nearest basis point)