How can I compute for the yellow cells under implied zero price (a), (b), (c), and (d)? What are the exact excel formulas can I use? Please give me examples. Thank you!

Question 2 Table 1 below lists sixty selected U.S. Treasury coupon bonds with maturities near 0.5, 1, 1.5, , 30. The bond prices are based on the ask yields ofthese bonds on 8/18/2020, using the assumed maturity. The data are from https://www.wsj.com/marketdata/bonds/treasuries ***Please use the assumed maturities for all calculations.*** I have only included the actual maturity dates to show how the original data look. Please ignore the actual maturities in your the calculations. a) In Column E, ll in the the zero prices implied by these coupon bond prices. Hints: A single formula can be copied from maturity 1 to maturities 1.5 through 30. You will probably want to use the SUM function, and use the S sign to lock down the endpoint of a range. b) In Column F, fill in the implied zero rates, based on your implied zero prices in part (a). c) In Column G, ll in the yields on the Treasury bonds implied by their prices. Hints: Please use the RATE function in Exce|check the help sheet to see the inputs. Remember cash inflows and outflows must have opposite sign, payments occur at the end of each compounding period. You can use any guess to start the computer search but the zero rate works well, for example. d) In Column H, ll in the implied par coupon rates for all maturities. Table 1: Selected Treasury coupon bonds Actual Assumed a) b) c) d) maturity date maturity Implied zero Implied Treasury Implied (do not use) Coupon (use this) Bond price price per 51 par zero rate bond yield par rate 2/15/21 3.625% 0.5 101.75501 0.9822 5.400% 8/15/21 2.125% 1.0 101.99306 2.147% 2/15/22 2.000% 1.5 10277237 7/31/22 0.125% 2.0 99.96007 2/15/23 2.000% 2.5 104.58386 8/15/23 0.125% 3.0 99.85046