Hello , can you take a look at the question attached and see if it is something you can help me with please. (only 2 questions)

Ticonderoga Inverse Floating Rate Bond Questions Q2. Assume the LIBOR rate is the same as the Treasury yield curve in Exhibit 1. What is the current price of the LIBOR floating rate bond that pays its coupon according to 6 month LIBOR rate, par value $100, and has two years to maturity? If there is not an exactly corresponding interest rate, you should use extrapolation method. Also, calculate yield-to-maturity (YTM) of the bond. Q5. What is the Macaulay duration of 7.29% coupon rate bond in Q1? What is the Macaulay duration of 6 month LIBOR bond in Q2? What is the Macaulay duration of the inverse floater in Q3? Use Treasury Rates for this question. (Hint: When calculating the duration of inverse floater use the fact that floater and inverse floater combined is similar to 7.29% fixed rate bond.)