Can someone do these except the read question thanks, on excel. The textbook is 4th edition fixed income analysis. Thanks

Question 8: work out the Example 10 (textbook page 227). Pay attention to two points. One is about approximate modified/Macaulay duration and the other is about the difference between Macaulay duration and modified duration. Question 9: read the Exhibit 8 (textbook page 229) and Exhibit 9 (textbook page 230). The focus point is to understand the relationship between the interest rate and the risk associated with callable and putable bonds. Pay attention to the following questions. (a) For callable and putable bonds, is modified duration appropriate for interest rate sensitivity? If not, which measure is appropriate? (b) When benchmark yield is high, the effective duration of callable bonds and non-callable bonds is similar. Why? (c) When benchmark yield is low/decreasing, the effective duration of a callable bond is lower than that of an otherwise similar non- callable bond. Why? (d) When benchmark yield is low, the effective duration of a putable bond is similar to that of the otherwise similar non-callable bond. Why? (e) When benchmark yield is high/rising, the effective duration of putable bonds is much lower than that of the otherwise similar non-callable bond. Why? Question 10: work out the Example 11 (textbook page 232) in Excel. Reading 11: read the Example 12 (textbook page 235). Question 12: work out the Example 13 (textbook, page 240) in Excel. Reading 13: read the Example 15 (textbook page 246). Question 8: work out the Example 10 (textbook page 227). Pay attention to two points. One is about approximate modified/Macaulay duration and the other is about the difference between Macaulay duration and modified duration. Question 9: read the Exhibit 8 (textbook page 229) and Exhibit 9 (textbook page 230). The focus point is to understand the relationship between the interest rate and the risk associated with callable and putable bonds. Pay attention to the following questions. (a) For callable and putable bonds, is modified duration appropriate for interest rate sensitivity? If not, which measure is appropriate? (b) When benchmark yield is high, the effective duration of callable bonds and non-callable bonds is similar. Why? (c) When benchmark yield is low/decreasing, the effective duration of a callable bond is lower than that of an otherwise similar non- callable bond. Why? (d) When benchmark yield is low, the effective duration of a putable bond is similar to that of the otherwise similar non-callable bond. Why? (e) When benchmark yield is high/rising, the effective duration of putable bonds is much lower than that of the otherwise similar non-callable bond. Why? Question 10: work out the Example 11 (textbook page 232) in Excel. Reading 11: read the Example 12 (textbook page 235). Question 12: work out the Example 13 (textbook, page 240) in Excel. Reading 13: read the Example 15 (textbook page 246)