Calculate the Macaulay duration, Macaulay convexity, and dispersion of a 10-year bond with semiannual coupons paid at 6% per year earning an annual effective yield of 11%

Answer:

T(Term)	DF @ 11% /2=5.5%	Cash Flow 1000*6% semi annually	PV	Duration	PV*T*(T+1)
0.5	0.947867	60.00	56.87	28.44	42.65402844
1	0.898452	60.00	53.91	53.91	107.8142899
1.5	0.851614	60.00	51.10	76.65	191.6130744
2	0.807217	60.00	48.43	96.87	290.5980276
2.5	0.765134	60.00	45.91	114.77	401.6955358
3	0.725246	60.00	43.51	130.54	522.1769998
3.5	0.687437	60.00	41.25	144.36	649.6277841
4	0.651599	60.00	39.10	156.38	781.9186448
4.5	0.617629	60.00	37.06	166.76	917.179453
5	0.585431	60.00	35.13	175.63	1053.775043
5.5	0.554911	60.00	33.29	183.12	1190.283026
6	0.525982	60.00	31.56	189.35	1325.473426
6.5	0.498561	60.00	29.91	194.44	1458.289992
7	0.472569	60.00	28.35	198.48	1587.833069
7.5	0.447933	60.00	26.88	201.57	1713.343909
8	0.424581	60.00	25.47	203.80	1834.190301
8.5	0.402447	60.00	24.15	205.25	1949.853434
9	0.381466	60.00	22.89	205.99	2059.915884
9.5	0.361579	60.00	21.69	206.10	2164.050652
10	0.342729	1,060.00	363.29	3,632.93	39962.19712
			1,059.75	6,565.33	60,204.48
Duration of the bond			6565.33/1059.75	6.20
Convexity					60204.483697857/1060
					56.80 QUESTION: What are the exact calculations to how these answers are formed?