Change of Nationality

#1
I am a winner of DV lottery and I now got my visa attached in my passport which allow me to receive my GC after entering US. I am holding a Malaysia Passport now and I am a Permanent Residence in Australia. I am now thinking to apply for citizenship for Australia (to forgo my Malaysia citizenship as they do not recognise dual citizenship), will it affect my GC since I am changing my citizenship ...thank you.
 
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