PLEASE SHOW ME HOW TO DO THIS CELL BY CELL IN EXCEL:

What is the effect on a bond's duration of increasing the bond's maturity? As in the previ$-$

ous 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.