Assume you have six different bonds: B1 - A two-year bond with a nominal rate of 2 % per annum B2 - A three-year bond with a nominal rate of 2.5 % per annum B3 - A five-year bond with a nominal rate of 3 % per annum B4 - An eight-year bond with a nominal rate of 4 % per annum B5 - A ten-year bond with a nominal rate of 4 % per annum B6 - A twenty-year bond with a nominal rate of 5 % per annum All these bonds pay annual coupons and have face values of $2,500. Calculate their Present Values, Macauley Durations and Convexities using a YTM of 3% (YTM = 0.03).

please solve this with excel solver.