Please could you use excel and calculations to answer this question? Also please show all the workings... Thanks in advance!

When the partial durations are as in the table below, estimate the effect of a shift in the yield curve where the ten-year rate stays the same, the one-year rate moves up by 9e, and the movements in intermediate rates are calculated by interpolation between 9e and 0 (so 9e for year 1, 8e for year 2, 7e for year 3, ...). 2. 10 Maturity yrs Partial duration 1 0.2 2 0.6 3 0.9 4 1.6 5 2.0 7 -2.1 Total 0.2 -3.0 When the partial durations are as in the table below, estimate the effect of a shift in the yield curve where the ten-year rate stays the same, the one-year rate moves up by 9e, and the movements in intermediate rates are calculated by interpolation between 9e and 0 (so 9e for year 1, 8e for year 2, 7e for year 3, ...). 2. 10 Maturity yrs Partial duration 1 0.2 2 0.6 3 0.9 4 1.6 5 2.0 7 -2.1 Total 0.2 -3.0