0. (10 marks) Using Excel to do this question . Assume you have six different bonds: B1 A two-year bond with a nominal rate of 2 % per annum B2 A four-year bond with a nominal rate of 2.5 % per annum B3 A five-year bond with a nominal rate of 3.5 % per annum B4 A seven-year bond with a nominal rate of 4 % per annum B5 A ten-year bond with a nominal rate of 4.5 % per anni B6 - A twenty-year bond with a nominal rate of 5 % per annum . . All these bonds pay annual coupons and have face values of $4,500. Calculate their Present Values, Macauley Durations and Convexities using a YTM of 4% (YTM = 0.04)