hello please help me in this question

Find the duration of a bond with a settlement date of May 27, 2023, and maturity date November 15, 2034. The coupon rate of the bond is 8.0%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 8.0%. Use Sotoudsheet 15.2. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is not complete. Macaulay duration 7.5373 Modified duration 1 2 3 4 5 A. 8% cupon bond Sum B Period 1 2 3 4 D Time until Payment (Years) Cash Flow 40 0.5 1 40 1.5 40 2 1040 6 7 8 9 10 B. Zero-coupon 11 12 13 14 Sum: 15 16 Semiannual int rate: 0.05 Spreadsheet 16.2 Spreadsheet formulas for calculating duration 0.5 1234 3152 ooog 1000 PV of CF (Discount rate= 5% per period) -D4/(1+$8$16) 84 -D5/(1+$8$16) BS -D6/(1+$B$16) 86 -D7/(1+$8$16) 87 -SUM(E4E7) SUM(F4F7) -D10/1+$8$16810 -E10/E$14 -D11/1+$B$16)B11 -E11/E$14 -D12/(1+$B$16) B12-E12/E$14 -D13/1+$B$16)813-E13/E$14 SUM(E10 E13) Weight -E4/E$8 =E5/E$8 -E6/E$8 -E7/E$8 G Column (C) times Column (F) F4'C4 -F5C5 -F6 C6 -F7*C7 SUM(G4 G7) =F10'C10 =F11'C11 -F12'C12 =F13 C13 -SUM(F10 F13) -SUM(G10:G13)