please use "Term structure of interest rates" as the slide #29 reference from the question. please solve with work on excel

Term structure of interest rates Spot rates Zero-Coupon Treasury YTMs (aka Term Structure of Spot Rates) (aka Pure Yield Curve) Zero-Coupon Credit Spreads (aka Term Structure of Credit Spreads) (aka Reuters Corporate Spreads) What is the value of an option-free corporate bond rated BBB, with 2 years to maturity, F=$1,000, coupon rate of 14%, and annual coupon payments? enwer in four decimal plates as a percentage, c.g 5.1234%. Show your wook ard highight your final answers