Please show calculation in excel.

Consider a frictionless market. Several Treasury bonds (with face values of $100) are traded in the market. Their coupon rates and yield-to-maturity are given in the following table: Bond name Maturity Coupon rate Yield to maturity A 1-year 0% 3% B 2-year 6% 4% C 3-year 3% 5% The coupons are paid annually. Now is year 0. (a) What is the 1-year spot interest rate? (b) What is the 2-year spot interest rate? (c) What is the 3-year spot interest rate?