Can some one answer this question for me please?

a (Excel) Use the LRR function in Excel to calculate the YTM on the following two bonds. 3. 10 year 7% Annual Coupon bond with a price of 103.75 b. 15 year 6% Annual Coupon bond with a price of 92.25 B (Excel) Value the following bonds given the Treasury Spot Curve below: c. 5 year 3% Annual Coupon Treasury Bond d. 5 year 10% Annual Coupon Treasury Bond IQ} = 4.00%} fog, = 4.75% 10,3 = 5.20%} 10,4 = 5.65% 10,5 = 5.95% C (Excel) Calculate the YTM on each of the two bonds in question #3. Comment on the effect of the Coupon Rate on the YTM. D (Excel) Using the Spot rates from #B above, calculate the annual coupon rate needed on a ve year bond so that the bond would have a price of par. ($100). E (Excel) Using each of the 5 year Bonds in #3 above, assume that spot rates remain the same for the next year (next year the one year spot rate is 4.00% . ..) Calculate the expected return you would earn from "Carry Roll" on each bonds using this assumption if you held them for a one year period (Do not forget to include the coupon you receive in one year.) IQ} = 4.00%} fog, = 4.75% 10,3 = 5.20%} 10,4 = 5.65%