please solve this in excel with formulas showed

1-4 is a whole 1 problem please explain each of them

Use the following information. All bonds are issued by US Treasury and will pay coupons annually. Bond A B D E Issuer Treasury Treasury Treasury Treasury Treasury Face Value 100 100 100 100 100 Coupon Rate 3.00% 3.00% 3.00% 3.00% 3.00% Price 100 Maturity 1 2. 3 4 5 5 on The sequence of spot rates and forward rates are shown below, Time to Maturity Spot (ORN) Forward (n-1Fn) 1 3.00% 3.00% 2 2.90% 2.80% 3 2.70% 4 2.60% 5 2.50% b a b c d d 1) The price of the Bond B is closet to: Group of answer choices 100.089 100.189 100.289 100.389 2) The price of the Bond C is closet to: Group of answer choices 100.265 100.365 100.465 100.565 3)The price of the Bond D is closet to: Group of answer choices 100.523 100.623 100.723 100.823 4) The YTM of the Bond D is closet to: Group of answer choices 2.78% 2.88% 2.98% 3.08% a a b b c C d d