can you show excel calculation?

Question 5. You observe the Treasury yield curve below (all yields are shown on a bond equivalent basis) Year Forward Rate Spot Rate 5.25% 5.50 5.76 1.0 Yield to Maturity 5.25% 5.50 5.75 6.00 6.25 6.50 6.75 7.00 7.25 7.50 7.75 8.00 8.25 8.50 8.75 9.00 9.25 7.0 7.5 7.97 8.27 8.59 8.92 9.25 9.61 9.97 8.0 8.5 9.0 9.5 10.0 9.50 9.75 10.00 10.36 10.77 11.20 All the securities maturing from 1.5 years on are selling at par. The 0.5 year and one-year securities are zero-coupon instruments a. Calculate the missing spot rates b. What should the price of the six-year Treasury security be? c. What are the implicit six-month forward rates starting in each period? d. Compute the duration and convexity of the bond. Question 5. You observe the Treasury yield curve below (all yields are shown on a bond equivalent basis) Year Forward Rate Spot Rate 5.25% 5.50 5.76 1.0 Yield to Maturity 5.25% 5.50 5.75 6.00 6.25 6.50 6.75 7.00 7.25 7.50 7.75 8.00 8.25 8.50 8.75 9.00 9.25 7.0 7.5 7.97 8.27 8.59 8.92 9.25 9.61 9.97 8.0 8.5 9.0 9.5 10.0 9.50 9.75 10.00 10.36 10.77 11.20 All the securities maturing from 1.5 years on are selling at par. The 0.5 year and one-year securities are zero-coupon instruments a. Calculate the missing spot rates b. What should the price of the six-year Treasury security be? c. What are the implicit six-month forward rates starting in each period? d. Compute the duration and convexity of the bond