ANZ has the following market value balance sheet (in millions, all interests at annual rates and paid annually). Note to the balance sheet: All securities are selling at par equal to book value, i.e current market interest rate of corporate bonds is 6% p.a, current market interest rate of the 1 year zero coupon bond held is 4% p.a and current market interest rate of the 5 -year zero coupon bonds issued is 3%. p.a. What is the bank's leverage adjusted duration gap