What is the bank's leverage adjusted duration gap ? Assets 2-year corporate bonds, annual fixed rate at 8% 2-year zero coupon bond, annual coupon rate at 5% $ tA 625 300 Liabilities and Equity 4-year zero coupon bonds, annual fixed rate 725 at 6.5% Equity LA $ 200 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 8% p.a, current market interest rate of the 2-year zero coupon bond held is 5% p.a and current market interest rate of the 4-year zero coupon bonds issued is 6.5% p.a.