I'm sorry its more than one question, there is my lat question available this pay period. Please answer using excel with formulas if possible

Exercise A: A 2-year Treasury bond with a principal of $100 provides coupons at the rate of 4% per year semiannually. Using the following zero rates, what is the bond price? \begin{tabular}{|c|c|} \hline Maturity (years) & Zero rate (continuously compounded) \\ \hline 0.5 & 3.85% \\ \hline 1 & 4.49% \\ \hline 1.5 & 4.97% \\ \hline 2 & 5.29% \\ \hline \end{tabular} \begin{tabular}{l} Semiannual coupon: \\ \hline Principal: \\ \hline Bond price: \\ \hline Yield to maturity: \\ \hline \end{tabular} Exercise B: \begin{tabular}{|r|l|l|l|l|} \hline Bond Principal & Time to Maturity (yrs) & Annual Coupon (\$) & Bond price (\$) & Zero rate \\ \hline 100 & 0.25 & 0 & 98.8 & \\ \hline 100 & 0.5 & 0 & 98.1 & \\ \hline 100 & 1 & 0 & 96.7 & \\ \hline 100 & 1.5 & 2 & 99.7 & \\ \hline 100 & 2 & 3 & 102.1 & \\ \hline \end{tabular} Intermediate calculations for 1.5-year: PV of first two coupons: Principal + last coupon: Intermediate calculations for 2-year: PV of first three coupons: Principal + last coupon: Is the zero curve upward or downward sloping? Exercise C: What are the forward rates? Forward rate for year n=(RnTnRn1Tn1)/(TnTn1) The forward LIBOR rate for the period between time 2.5 years and time 3 years in the future is 4.9% (with semiannual compounding) and that some time ago a company entered into a FRA where it will receive LIBOR and pay 5.1% (with semiannual compounding) on a principal of $100 million for the period. The 3 year risk-free rate is 3.7% (with continuous compounding). What is the value of the FRA? Consider a 3 -year 7% coupon bond with a face value of $100. Suppose that the yield on the bond is 10% per annum with continuous compounding. This means that y=0.10. Coupon payments of $3.50 are made every 6 months. What is the bond's duration? Exercise A: A 2-year Treasury bond with a principal of $100 provides coupons at the rate of 4% per year semiannually. Using the following zero rates, what is the bond price? \begin{tabular}{|c|c|} \hline Maturity (years) & Zero rate (continuously compounded) \\ \hline 0.5 & 3.85% \\ \hline 1 & 4.49% \\ \hline 1.5 & 4.97% \\ \hline 2 & 5.29% \\ \hline \end{tabular} \begin{tabular}{l} Semiannual coupon: \\ \hline Principal: \\ \hline Bond price: \\ \hline Yield to maturity: \\ \hline \end{tabular} Exercise B: \begin{tabular}{|r|l|l|l|l|} \hline Bond Principal & Time to Maturity (yrs) & Annual Coupon (\$) & Bond price (\$) & Zero rate \\ \hline 100 & 0.25 & 0 & 98.8 & \\ \hline 100 & 0.5 & 0 & 98.1 & \\ \hline 100 & 1 & 0 & 96.7 & \\ \hline 100 & 1.5 & 2 & 99.7 & \\ \hline 100 & 2 & 3 & 102.1 & \\ \hline \end{tabular} Intermediate calculations for 1.5-year: PV of first two coupons: Principal + last coupon: Intermediate calculations for 2-year: PV of first three coupons: Principal + last coupon: Is the zero curve upward or downward sloping? Exercise C: What are the forward rates? Forward rate for year n=(RnTnRn1Tn1)/(TnTn1) The forward LIBOR rate for the period between time 2.5 years and time 3 years in the future is 4.9% (with semiannual compounding) and that some time ago a company entered into a FRA where it will receive LIBOR and pay 5.1% (with semiannual compounding) on a principal of $100 million for the period. The 3 year risk-free rate is 3.7% (with continuous compounding). What is the value of the FRA? Consider a 3 -year 7% coupon bond with a face value of $100. Suppose that the yield on the bond is 10% per annum with continuous compounding. This means that y=0.10. Coupon payments of $3.50 are made every 6 months. What is the bond's duration