Today is May 15, 2000, and the current, semi-annually compounded yield curve is in Table 3.6. Compute the duration for the following securities: (Please solve using excel thank you!)

(b) 3 1/4-year coupon bond paying 6% semiannually

(d) 6-year floating rate bond with a zero spread, paying semiannually

(f) 4 1/4 year floating rate bond with 50 basis point spread, paid semiannually

Maturity	Yield
0.25	6.33%
0.50	6.49%
0.75	6.62%
1.00	6.71%
1.25	6.79%
1.50	6.84%
1.75	6.87%
2.00	6.88%
2.25	6.89%
2.50	6.88%
2.75	6.86%
3.00	6.83%
3.25	6.80%
3.50	6.76%
3.75	6.72%
4.00	6.67%
4.25	6.62%
4.50	6.57%
4.75	6.51%
5.00	6.45%
5.25	6.39%
5.50	6.31%
5.75	6.24%
6.00	6.15%
6.25	6.05%
6.50	5.94%
6.75	5.81%
7.00	5.67%
7.25	5.50%
7.50	5.31%