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He is worried about how he is portraying his father in Maus, that in some ways, he has drawn him as a stereotypical, miserly, racist Jew.
Should he worry? That would depend on how sensitive his father is about the issue. From what we read in the novel, Vladek has reasons for how he feels about money. Who is anyone else to judge?
Maus/ Chapter 6 http://www.gradesaver.com/maus/study-guide/section6/
I think Art is worried about his current relationship with his father tainting how his father is portrayed in the book. Although it is getting better, Art sees his father as a bit of a tyrant. This is especially true when he discovers that he burned Anja's diaries. I think that if Art is attempting to be objective about his history, he should worry about this.