Solve in Excel pls!

A two-year 8% corporate bond with semiannual payments has a constant default intensity of 0.03 . The risk-free rate is 5% with continuous compounding for all maturities. (a) Calculate the default probabilities in each of the coupon payment periods. (b) Calculate the conditional default probabilities in each of the coupon payment periods, given no early default. (c) Assuming recover rate is 30% and bond default can occur only halfway between two consecutive coupon payments, estimate the bond price