UoA Bank has the following market value balance sheet (in millions, all interests at annual rates and paid annually).

Assets	$	Liabilities and Equity	$
2-year commercial loans, annual fixed rate at 5% , balloon payment	250	3-year zero coupon bonds, annual fixed rate at 6.5%	450
1-year zero coupon bond, annual coupon rate at 3%	300	Equity	150

Note to the balance sheet : All securities are selling at par equal to book value, i.e current market interest rate of commercial loans is 5% p.a, current market interest rate of the 1-year zero coupon bond held is 3% p.a and current market interest rate of the 3-year zero coupon bonds issued is 6.5% p.a.

What is the bank's leverage adjusted duration gap and interest rate risk exposure (round your answer to two decimals)?