All the calculations are needed in excel

Part 6 The following table provides prices of zero-coupon bonds with maturities from 1 to 30 years. Use this table to compute spot rates stand forward rates for . On two separate charts, plot spot and forward rates as functions of time to maturity t. Time to maturity t. (years) Price of zero- coupon bond, P(t) 976,56 948.89 917.56 883.28 846.84 809.02 770.55 732.03 693.98 656.77 620.69 585.94 552.64 520.83 490.53 461.72 434.36 408.42 383.84 360.60 338,64 317.92 298.38 279.99 262.67 246.38 231.05 216.64 203.10 190.38 Part 7 Using the information on term structure of interest rates in Part 6, compute the price of a 25-year bond with par value of $1000, which makes annual coupon payments at a coupon rate of 5.5%. Part 6 The following table provides prices of zero-coupon bonds with maturities from 1 to 30 years. Use this table to compute spot rates stand forward rates for . On two separate charts, plot spot and forward rates as functions of time to maturity t. Time to maturity t. (years) Price of zero- coupon bond, P(t) 976,56 948.89 917.56 883.28 846.84 809.02 770.55 732.03 693.98 656.77 620.69 585.94 552.64 520.83 490.53 461.72 434.36 408.42 383.84 360.60 338,64 317.92 298.38 279.99 262.67 246.38 231.05 216.64 203.10 190.38 Part 7 Using the information on term structure of interest rates in Part 6, compute the price of a 25-year bond with par value of $1000, which makes annual coupon payments at a coupon rate of 5.5%