In the spreadsheet below, create a Data Table in which the duration is computed as a function of the coupon rate $($coupon $=0\%,1\%,$dots,$11\%).$ Comment on the relation between the coupon rate and the duration.

What is the effect on a bond's duration of increasing the bond's maturity? As in the previous example, use a numerical example and plot the answer. Note that as $N,$ the bond becomes a consol $($a bond that has no repayment of principal but an infinite stream of coupon payments$).$ The duration of a consol is given by $\frac{1+YTM}{Y}TM.$ Show that your numerical answers converge to this formula.

Please show me how to do this step by step in excel usinf Data Table