Can someone help me to do this question in Excel

3. Due to specific data access restrictions, your team has received an aggregated overview of the bank balance sheet of SJHC in book and market values (see Table 2). For simplicity, the earning assets include cash, 4-year commercial loan and government securities (7-years). The commercial loan earns 10% per year, and the Treasury bond 7% per year. The bank has 2-years' time deposits (paying interest of 4% per year to deposit holders) and 4-years certificate of deposits (paying interest of 6% per year). Any principals are paid fully at maturity T. Additionally, the following assumptions also apply: no defaults or prepayments, annual compounding, and equal book and market values at the beginning of the time period. a) Using Table 2 as an Excel template, estimate the duration of each earning asset and interestbearing liability listed in Table 2. b) Estimate the leveraged adjusted duration gap and comment on the results. (max. one paragraph - five-six sentences) c) Estimate the change in market value of equity, assets and liabilities if there is a relative increase in all interest rates by 2% percent.