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Not very for a single shot.
8 inches will more than do the job.
4 inches probably would do fine initially.
The thicker the wall the more shots before it is bettered enough at the same spot for anything to pass through.
If the shots are scattered over an area of the wall they will not be as effective at breaching.
You can always create a piece of wall and experiment.
Keep in mind the section needs to be large enough that cracks do not make it to the edge to be realistic.
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