Can you help me answer the yellow cells? What are the exact excel functions shall I use?

158 Question 3 159 For each of the two term structures below, use the given zero rates to fill in the table by calculating for maturities 0.5, 1, 1.5, ... , 10, 160 a) the zero prices, 161 b) the yields on a 10%-coupon bonds 162 Hint: please use the RATE function again, and note that you will need to calculate the bond price from the zero prices as an intermediate step. 163 c) the yields on a 40%-coupon bonds, 164 d) the yields on "annuities" that pay $1 every six months until maturity. 165 166 Upward-Sloping Term Structure (10/30/1992) 167 Yields on 10%- and 168 40%-coupon bonds Annuity 169 Maturity Zero rate Zero price 10% 40% yield 170 2.80% 1.00000 2.80% 2.80% 2.80% 171 3.15% 0.98449 3.25% 172 1 3.50% 0.96590 173 1.5 3.90% 0.94371 7.00% 174 2 4.30% 0.91843 175 2.5 4.60% 0.89253 176 3 4.90% 0.86482 6.00% 177 3.5 5.20% 0.83554 178 4 5.50% 0.80491 179 4.5 5.65% 0.77824 5.00% 180 5 5.80% 0.75136 Zero coupon 181 5.5 5.95% 0.72435 Yield - 10% coupon 182 6 6.10% 0.69731 183 6.5 4.00% 40% coupon 6.20% 0.67241 -- - Annuity 184 7 6.30% 0.64778 185 7.5 5.40% 0.62345 186 8 5.50% 0.59946 3.00% 187 8.5 6.60% 0.57583 188 9 6.70% 0.55260 189 9.5 5.75% 0.53224 2.00% 190 10 6.80% 0.51238 0 2 4 8 10 191 Maturity 192 193 Downward-Sloping Term Structure (11/30/2000) 194 Yields on 10%- and 195 40%-coupon bonds Annuity 196 Maturity Zero rate Zero price 10% 40% yield 197 0 6.22% 1.00000 5.22% 6.22% 6.22% 198 0.5 6.06% 0.97059 199 1 5.90% 0.94351 6.40% 200 1.5 5.78% 0.91815 201 2 5.65% 0.89455 6.20% 202 2.5 5.59% 0.87124 203 3 5.53% 0.84904 204 3.5 5.51% 0.82690 5.00% Zero coupon 205 4 5.48% 0.80553 - 10% coupon 206 4.5 5.47% 0.78457 207 Yield 5.80% - 40% coupon 5 5.45% 0.76426 -- - Annuity 208 5.5 5.44% 0.74438 209 6 5.43% 0.72509 5.60% 210 6.5 5.43% 0.70615 211 7 5.42% 0.68774 212 5.40% 7.5 5.42% 0.66971 213 8 5.42% 0.65218 214 8.5 9 5.41% 0.63512 5.20% 215 5.41% 0.61852 0 2 4 6 8 10 216 9.5 5.41% Maturity 217 10 0.60237 5.41% 0.58665 218