URGENT: Finance guys please help

$(16$ points$)$ Consider a multifactor key rate model with key rates being YTM on $2,5,10,30-$year par bonds. The table below is the about the values of KR$01$ for the four par bonds. Assume that currently YTM on $10-$year and $30-$year bonds are $6\mathrm{.}2\%$ and $8\%,$ respectively.

Assume that all bonds face value is $$100.$ The formula is given.

$\frac{dp}{d{y}_t}=-\frac{C}{y_t^2}(1-(\frac{1}{1+\frac{y_t}{2}}{)}^{2T})-(100-\frac{C}{y_t})\frac{T}{(1+\frac{y_t}{2}{)}^{2T+1}}$

$\backslash$table$[[,2-$year key,$5-$year key,$10-$year key,$30-$year key$],[2-$year bond,$0\mathrm{.}02,0,0,0],[5-$year bond,$0,0\mathrm{.}04,0,0],[10-$year bond,$0,0,?,0],[30-$year bond,$0,0,0,?$