A 2-state Markov regime-switching model for equity returns has the following transition probabilities: P(Normal→Normal) = 0.97, P(Crisis→Crisis) = 0.88. In the Normal regime, daily returns have mean +0.04% and volatility 0.9%. In the Crisis regime, daily returns have mean -0.12% and volatility 2.8%. What is the expected duration (in trading days) of the Crisis regime?