I need the steps for calculating the following problem on a financial calculator (BA II Plus), please. I already have the answers but I specifically need to know the steps to simplify the work using the financial calculator. Thank you!

Spot interest rates and yields Look again at Table 3.5. Suppose that spot interest rates all change to 4%-a "flat" term structure of interest rates a. What is the new yield to maturity for each bond in the table? b. Recalculate the price of bond A Refer to Table 3.5 Year (t) 2 .04 9246 Bond Price (PV) Yield to Maturity (y, %) 4 Spot rates Discount factors Bond A (8% coupon) .05 9709 8638 7921 Payment (C) PV (C) $80 77.67 998.52 1,080 $1,076.19 3.96 Bond B (8% coupon) $80 $77.67 80 Payment(C) PV (C) 1,080 932.94 73.96 $1,084.58 4.90 Bond C (8% coupon) Payment (C PV (C) $80 $77.67 80 69.11 1,080 855.46 $1,076.20 80 73.96 5.81 TABLE 3.5 The law of one price applied to government bonds