Please provide detail of the calculation as well, thank you

Question 2 (20%) Today is February 16, 2022. The term structure of interest rates is modeled by the following 6 key rates (APR, semi-annually compounded): Term (yrs) Spot rate 0.5 1.610% 1 1.845% 2 2.080% 5 2.475% 10 2.827% 30 3.493% a) (10%) Calculate the 6 key rate durations of the following five Government of Canada bonds: Coupon (%) Mat. Date 1.50 3/15/2024 2.75 6/15/2027 1.25 9/15/2032 3.50 6/15/2045 4.00 12/15/2052 All bonds have $100 par and pay coupons semi-annually. Maturity date is stated in the format MMDDYYYY. b) (10%) Suppose that a benchmark bond index has the following key rate durations on the same date (i.e., February 16, 2022): Term (year) 2 5 10 30 Key rate duration 0.29 1.77 4.02 3.69 Form a portfolio of the five bonds in a) above that matches the four key rate durations of the benchmark bond index. Question 2 (20%) Today is February 16, 2022. The term structure of interest rates is modeled by the following 6 key rates (APR, semi-annually compounded): Term (yrs) Spot rate 0.5 1.610% 1 1.845% 2 2.080% 5 2.475% 10 2.827% 30 3.493% a) (10%) Calculate the 6 key rate durations of the following five Government of Canada bonds: Coupon (%) Mat. Date 1.50 3/15/2024 2.75 6/15/2027 1.25 9/15/2032 3.50 6/15/2045 4.00 12/15/2052 All bonds have $100 par and pay coupons semi-annually. Maturity date is stated in the format MMDDYYYY. b) (10%) Suppose that a benchmark bond index has the following key rate durations on the same date (i.e., February 16, 2022): Term (year) 2 5 10 30 Key rate duration 0.29 1.77 4.02 3.69 Form a portfolio of the five bonds in a) above that matches the four key rate durations of the benchmark bond index