Radrock Bank has the following market value balance sheet $($in millions, all interests at annual rates and paid ani Assets Liabilities and Equity $2$vear corporate bonds, annual fixed rate at $7\%2-$year zero coupon bonds aso $4$ year zero coupon bonds $700200$ Equity $350$ Note to the balance sheet : All securities are selling at par equal to book value, le current market interest rate of the $2$ year corporate bonds is $7\%$ p$.$a$.$ What is the bank's leverage adjusted duration gap and interest rate risk exposure $($round your answer to two decimals$)?$ Share None of the given answers O $-2\mathrm{.}05$ years; exposed to decreasing interest rates O $0\mathrm{.}72$ years; exposed to decreasing interest rates. O $7\mathrm{.}5$ years; exposed to increasing interest rates.