Hello $-$ I need help with the following finance problem, particularly part B$.$ Thank you.

Lifeco Insurance Company needs to have $$100$ million $5$ years from today to satisfy life insurance claims. Lifeco purchases $8$ percent coupon bonds selling at par with a maturity of $6\mathrm{.}2$ years. Assume immediately after the purchase, an interest rate shock causes bond yields to jump up to $10\%.$

a$.)$ Immediately after the price shock, suppose Lifeco Insurance Company can purchase bonds selling at par that offer a $10$ percent coupon. What will the maturity of these bonds be$?($Round to $2$ decimal places$)$

b$.)$ Six months go by and Lifeco Insurance Company wants to re$-$balance its portfolio. Lifeco has available bonds it can purchase that have a coupon of $8$ percent and yield $9\mathrm{.}75$ percent. What will the maturity of these new bonds be$?($Round to $2$ decimal places$)$ Suggestion: This can most efficiently be solved using an Excel$$ spreadsheet.