Somehow I don't know why, my Asus monitor AC adapter plug can be very loose. Like I would have to put a book on the plug so that it would connect to my monitor. If the books were gone, the monitor would be blank. Only if the plug is like coming from a straight angle, the monitor would work a little until something moves it.
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I'd send it back or contact Asus and see if they can send you another. If that doesn't work you could try crimping the plug to make it more snug but I don't know how effective that would be.