Please tell me how to calculate the duration and Modified duration (with detailed formula and financial calculator's step)

Consider the following bonds, each with a face value of $1000. Price and yield. What is the price of the 2-year zero-coupon bond, Pzero? What is the yield to maturity of the 3-year zero coupon bond? Pzero=(1.046)21000=914Y=(1000/891.1)1/31=3.92% No arbitrage pricing. Which price would be consistent with no arbitrage for the annual-pay coupon bond (i.e., a bond that pays $50 after one year and $1050 after two years)? Pcoupon=0.05963.2+1.05914.0=1007.8 Duration. Compute the duration and modified duration of each of the four bonds. Duration: 1,2,3,1.95 Modified duration: 0.96,1.91,2.89,1.87 Consider the following bonds, each with a face value of $1000. Price and yield. What is the price of the 2-year zero-coupon bond, Pzero? What is the yield to maturity of the 3-year zero coupon bond? Pzero=(1.046)21000=914Y=(1000/891.1)1/31=3.92% No arbitrage pricing. Which price would be consistent with no arbitrage for the annual-pay coupon bond (i.e., a bond that pays $50 after one year and $1050 after two years)? Pcoupon=0.05963.2+1.05914.0=1007.8 Duration. Compute the duration and modified duration of each of the four bonds. Duration: 1,2,3,1.95 Modified duration: 0.96,1.91,2.89,1.87