Hello, I am interest only in understanding how to obtain the spot rates using excel...not the answers themselves

Question 5. You observe the Treasury yield curve below (all yields are shown on a bond equivalent basis) Year Spot Rate Forward Rate 0.5 1.0 5.50 5.76 Yield to Maturity 5.25% 5.50 5.75 6.00 6.25 6.50 6.75 7.00 7.25 uououoinoinooo 7.50 7.75 8.00 8.25 8.50 8.75 9.00 9.25 7.97 8.27 8.59 8.92 9.25 9.61 9.97 9.0 9.5 10.0 9.50 9.75 10.00 10.36 10.77 11.20 All the securities maturing from 1.5 years on are selling at par. The 0.5 year and one-year Question 5. You observe the Treasury yield curve below (all yields are shown on a bond equivalent basis) Year Spot Rate Forward Rate 0.5 1.0 5.50 5.76 Yield to Maturity 5.25% 5.50 5.75 6.00 6.25 6.50 6.75 7.00 7.25 uououoinoinooo 7.50 7.75 8.00 8.25 8.50 8.75 9.00 9.25 7.97 8.27 8.59 8.92 9.25 9.61 9.97 9.0 9.5 10.0 9.50 9.75 10.00 10.36 10.77 11.20 All the securities maturing from 1.5 years on are selling at par. The 0.5 year and one-year