please show the excel computations

4. Based on the annualized spot rates given below, compute the Z-spread on a 6% coupon, semi-annual payment, 1.5-year maturity, $100 face value corporate bond priced at $80: = 13.2% Annualized spot rate from t=0 to t=0.5 years Annualized spot rate from t=0 to t=1 year 14.3% Annualized spot rate from t=0 to t=1.5 years = 22.4% 5. Using the spot rates given in question 4, compute the following forward rates: Forward rate from t= 0.5 years to t=1 year Forward rate from t= 0.5 years to t=1.5 years Forward rate from t=1 year to t=1.5 years