$2.$ Duration, Convexity, and Price Approximation $(25$ points$)----$ in excel A specially designed financial asset called XYZ generates a series of cash flows $($in dollar$)$ as follows. Assume the yield to maturity is $4\mathrm{.}25\%$ and the interests are accumulated quarterly $($i$.$e$.,$ quarterly compounding$).$ Year $0\mathrm{.}250\mathrm{.}50\mathrm{.}7511\mathrm{.}251\mathrm{.}51\mathrm{.}7522\mathrm{.}252\mathrm{.}52\mathrm{.}7533\mathrm{.}253\mathrm{.}53\mathrm{.}754$ CF $25003500375040004200300032502000500045004750600075008000850010000(1)$ Calculate the price of Asset XYZ given yield of $4\mathrm{.}25\%($i$.$e$.,$ the present value$).(2\mathrm{.}5$ points$)(2)$ Calculate Macaulay duration and modified duration of Asset XYZ$.(7$ points$)(3)$ Calculate the approximate duration of Asset XYZ by changing the yield up and down $25$ basis points with the following formula: $(5$ points$).(4)$ Calculate the approximate convexity of Asset XYZ by changing the yield up and down $25$ basis points with the following formula: $(5$ points$).(5)$ Using the duration you calculated in $(2)$ and convexity you calculated in $(4),$ estimate the relative price change of Asset XYZ with $250$ basis points increase in yield. Then estimate the price of Asset XYZ with $250$ basis points increase in yield. $(3$ points$)(6)$ Comparing with the actual price of Asset XYZ with $250$ basis points yield increase, is the estimation in $(5)$ a good approximation? $(2\mathrm{.}5$ points$)$

Can you show this in excel?