To be solved in excel!! and please show the formulas in excel that you're going to use

Exercise 1 A five-year bond with a yield of 11% (continuously compounded) pays an 8% coupon at the end of each year. The face value of the bond is 100. (a) What is the bond's price? (b) What is the bond's duration? () Use the duration to calculate the effect on the bond's price of a 0.2% decrease in its yield. (d) Calculate the convexity of the bond and use it to recalculate the effect on the bond's price of a 0.2% decrease in its yield