please help me solve peoblem 2. thank you. will rate asap!

1. Using Excel, calculate the duration, modified duration and convexity of a bond that makes semi-annual coupon payments, has 20 years to maturity, a coupon rate equal to number of letters in your first name *1.0% and a YTM equal to number of letters in your last name *1.5%. (Copy your work from EXCEL and paste here). Upload in Bb9 your excel file also. Show all work otherwise a zero grade will be assigned even if the answer(s) is/are correct. First Name: Number of letters in first name: Last Name: Number of letters in last name: 2. Using what you found in problem 1 and the formula below estimate a) the price change (AP) and b) the new price old price +AP if interest rates fall by 12.5 basis points. Show all work otherwise a zero grade will be assigned even if the answer(s) is/ are correct. --Dxar+(xconvexity x (ar)) 1. Using Excel, calculate the duration, modified duration and convexity of a bond that makes semi-annual coupon payments, has 20 years to maturity, a coupon rate equal to number of letters in your first name *1.0% and a YTM equal to number of letters in your last name *1.5%. (Copy your work from EXCEL and paste here). Upload in Bb9 your excel file also. Show all work otherwise a zero grade will be assigned even if the answer(s) is/are correct. First Name: Number of letters in first name: Last Name: Number of letters in last name: 2. Using what you found in problem 1 and the formula below estimate a) the price change (AP) and b) the new price old price +AP if interest rates fall by 12.5 basis points. Show all work otherwise a zero grade will be assigned even if the answer(s) is/ are correct. --Dxar+(xconvexity x (ar))