For questions 1 and 4, can you please show how you can get the answers using excel:

If the 3-year spot rate is 14.0% (non-annualized), and the year 3-6 forward rate is 8.9% (non-annualized), what is the 6-year spot rate (non-annualized)? Give your answer in percentage to the closest basis point. Selected Answer: 11.45% Correct Answer: 24.150.01 What is the duration of a 4-year annual bond with a 7.2% coupon, $1000 face amount, and 9.2% YTM? Give your answer to the nearest 0.01 year. Selected Answer: 3.67 Correct Answer: 3.660.01