Can anyone help with this Finance hw question? Thank you in advance

Question 6. basis): You observe the Treasury yield curve below (all yields are shown on a bond equivalent Year Yield to Maturity Spot Rate Forward Rate 0.5 1 0,00%% 10.00% 1.0 9.75 9.75 1.5 9.50 948 2.0 9.25 9.22 2.5 9.00 8.95 3.0 8, 75 8.68 3.5 8,50 841 4.0 8,25 8.14 4.5 8,00 7.86 5.0 7.75 758 5.5 7.50 730 6.0 7.25 7.02 6.5 7.00 6.74 7.0 6.75 6.46 7.5 6,50 6.18 8,0 6,25 5.90 8.5 6,00 5.62 9.0 5.75 5.35 9.5 5.50 10.0 5.25 -4 .4 -4 .4.4 . All the securities maturing from 1.5 years on are selling at par. The 0.5 year and one-year securities are zero-coupon instruments. a. Calculate the missing spot rates b, Calculate the missing forward rates c. What should the price of the four year Treasury security be? d. What is the duration and convexity of the four year security