please answer fast

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 7.5%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 8.5%. Use Spreadsheet 16.2. (Do not round Intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration Modified duration 1 2 3 4 5 6 7 8 9 10 B. Zero-coupon 11 12 3456 13 14 A 15 A. 8% coupon bond Sum: Sum: BO Period 1 2 3 4 1 2 3 4 16 Semiannual int rate: 0.05 Time until Payment (Years) Cash Flow 0.5 152 1.5 0.5 5152 1.5 D Spreadsheet 16.2 Spreadsheet formulas for calculating duration 40 40 40 1040 O 0 0 1000 E PV of CF (Discount rate= 5% per perlod) =D4/(1+$B$16)^B4 =E4/E$8 =D5/(1+$B$16)^85 =E5/E$8 F B Weight D6/(1+$B$16) B6 =E6/E$8 =D7/(1+$B$16)^87 =E7/E$8 SUM(E4:E7) -SUM(F4:F7) =D10/(1+$B$16)^B10=E10/E$14 =D11/(1+$B$16) B11-E11/E$14 =D12/(1+$B$16) B12-E12/E$14 =D13/(1+$B$16) B13 =E13/E$14 SUM(E10:E13) G Column (C) times Column (F) =F4*C4 -F5*C5 =F6*C6 =F7*C7 -SUM(G4:G7) =F10'C10 =F11'C11 =F12 C12 =F13 C13 =SUM(F10:F13) =SUM(G10:G13)