question regarding calculation of bond duration

The goal is to show that the rate risk in bonds depends on time to maturity and on size of coupons. Consider the following 4 US Treasury bonds (par value $100): Bond A is a 2.5-year bond with a 5% coupon rate. C=2.5 Bond B is a 30-year bond with a 5% coupon rate. C=2.5 Bond C is a 2.5-year bond with a 10% coupon rate. C=5 Bond D is a 30-year bond with a 10% coupon rate. C=5 Assume that all bonds pay semi-annual coupons (ie, bond that has a 4% coupon, pays 2% every 6 months) and are trading at a 7% yield ( with semi-annual compounding) and Q. 1.2 Calculate duration of bonds A and C and explain differences in their durations Using the excel Formula: duration=wl*1+w2*2+...+wT*T