How do I do this NOT on excel? Thank you in advance!

The following information relates to Questions 9 and 10 Consider a 6% coupon bond making annual coupon payments with three years until maturity and with a yield to maturity of 10%. Assume par value to be 100. Also, assume that the settlement is on a coupon payment date so that t/T-0. 9. Find the Macaulay duration by filling in the table below, Time until payment (years) Payment Present value at weight Weighted period 10% Column sum: Macaulay duration