these 2 questions go together so they must be solved together...

Please could you use excel and calculations to answer this question? Also please show all the workings... Thanks in advance!

Question 14: Portfolio A consists of a one-year zero-coupon bond with a face value of $2,000 and a 10-year zero-coupon bond with a face value of $6,000. Portfolio B consists of a 5.95-year zero-coupon bond with a face value of $5,000. The current yield on all bonds is 10% per annum (continuously compounded) Question 15: What are the convexities of the two portfolios in the previous question (Question 14) To What extent does (a) duration and (b) convexity explain the difference between the percentage changes caleulated in part (e) of the previous question? () Show that both portfolios have the same duration, (1) Show that the percentage changes in the values of the two portfolios for a 0.1% per annum increase in yields are the same. What are the percentage changes in the values of the two portfolios for a 5% per annum increase in yields