Please help with excel formulas, thank you!

Bootstrap: You are given these prices for three Treasuries with semi-annual payments: a) Construct combinations, or portfolios, of these securities that replicate (mimic) zero coupon bonds with maturities 0.5,1.0, and 1.5 years. (10 points) b) Use the synthetic zeros (coupon securities held in a portfolio that mimic zeros) to compute their prices. (10 points) c) Use the prices of zeros to compute spot rates and forward rates. (10 points)