please show workings

Consider following term structure of Treasury bill 6-month Period Rate 1 1.50% 2. 1.70% 3 2.11% 4 2.98% 5 3.71% 6 4.01% 7 4.82% 8 5.13% 5.45% 10 6.25% 24. What is the price and Macaulay duration of a semi-annual coupon bond whose face value is $1,000 with 4 year maturity and annual coupon rate of 5.4%? 25. Suppose a semi-annual bond with 3 year maturity that has 13% as annual coupon rate. If you want to short futures contract with this bond at $1020, how much of a dollar profit would you realize if the maturity of this futures is after fourth coupon payment Chint current price of bond-PV of all future remaining coupon payment and face value Consider following term structure of Treasury bill 6-month Period Rate 1 1.50% 2. 1.70% 3 2.11% 4 2.98% 5 3.71% 6 4.01% 7 4.82% 8 5.13% 5.45% 10 6.25% 24. What is the price and Macaulay duration of a semi-annual coupon bond whose face value is $1,000 with 4 year maturity and annual coupon rate of 5.4%? 25. Suppose a semi-annual bond with 3 year maturity that has 13% as annual coupon rate. If you want to short futures contract with this bond at $1020, how much of a dollar profit would you realize if the maturity of this futures is after fourth coupon payment Chint current price of bond-PV of all future remaining coupon payment and face value