I need these 2 questions to be answered ASAP, please

Project 3 - Debt Analysis Instruction: Please write down your answers to Q1 and Q2(g) on a separate page, along with your Excel printout. Please keep numbers or percentages to 2 decimal places. (15 points in total) 1. Use the \"project3.xlsx\" (Problem 1) to calculate how bond prices vary over time when the YTM is held constant at three different levels (YTM=5%, 10%, and 15%) or when the YTM also changes randomly over time (i.e., the future interest rate varies over time). Answer the following four questions. (4 points for the four columns of pricing formulas in the Excel file; 4 points for the following 4 questions) (a) When YTM = Coupon Rate, does the bond price \"increases/decreases/remains unchanged\" over time? (b) When YTM > Coupon Rate, does the bond price \"increases/decreases/remains unchanged\" over time? When YTM $C$12 YTM= 0.05 0.1 0.15 Year end Settlement Date Price(YTM=0.05) Price(YTM=0.1) Price(YTM=0.15) 0 1/1/2000 1 1/1/2001 2 1/1/2002 3 1/1/2003 4 1/1/2004 5 1/1/2005 6 1/1/2006 7 1/1/2007 8 1/1/2008 9 1/1/2009 10 1/1/2010 11 1/1/2011 12 1/1/2012 13 1/1/2013 14 1/1/2014 15 1/1/2015 190.00 170.00 150.00 130.00 110.00 90.00 70.00 110.00 90.00 16 17 18 19 20 21 22 23 24 25 26 27 28 29 1/1/2016 1/1/2017 1/1/2018 1/1/2019 1/1/2020 1/1/2021 1/1/2022 1/1/2023 1/1/2024 1/1/2025 1/1/2026 1/1/2027 1/1/2028 1/1/2029 70.00 50.00 0 5 10 15 After you have done the above plot, consider the more practical case: the future interest rate is hard to predict and may fluctuate between 0.05 and 0.15. YTM is randomly distributed around 0.100.05. Case 4: Now calculate the bond prices for the time-varying YTM by filling out the pink area to the right of the figure. What do you see on the plot? Does the interest rate fluctuation affects the contemporary bond price? What is your holding period return from 1/1/2019 to 1/1/2020? Don't forget adding up the annual coupon when calculating HPR. Price(YTM=0.05) Price(YTM=0.1) Price(YTM=0.15) Price (Random YTM) 1/1/2000 1/1/2001 1/1/2002 1/1/2003 1/1/2004 1/1/2005 1/1/2006 1/1/2007 1/1/2008 1/1/2009 1/1/2010 1/1/2011 1/1/2012 1/1/2013 1/1/2014 1/1/2015 Random YTM between 0.05 to 0.15 0.10 0.13 0.07 0.09 0.12 0.14 0.09 0.06 0.06 0.12 0.07 0.12 0.08 0.09 0.10 0.13 Price (Random YTM) 15 n 0.05 and 0.15. 20 25 30 1/1/2016 1/1/2017 1/1/2018 1/1/2019 1/1/2020 1/1/2021 1/1/2022 1/1/2023 1/1/2024 1/1/2025 1/1/2026 1/1/2027 1/1/2028 1/1/2029 0.06 0.07 0.11 0.08 0.05 0.13 0.08 0.05 0.05 0.10 0.12 0.13 0.05 0.08 Price (Random YTM) Maturity of the bond = YTM= Coupon Rate= Coupon Freq Per Year = Par= Payment Date (year) 1 2 3 3 years 0.1 0.08 1 100 Payment ($) 8 8 108 After you input the correct formulas,