I need help completing these questions that are in the excel sheet

Answers
    #    Description    Points    Answer
    Q1    US Treasury STRIPS & Pure Discount Rates    3.00    3.17
    Q2    Calculate Yield to Maturity (YTM) / Par Rate    3.00    1.38
    Q3    Calculate Spot Rate    3.00    -0.441
    Q4    Calculate Forward Rate    3.00    6.9017
    Q5    Calculate Fair Value of a Bond    3.00    102.68
    Q6    Calculate Credit Spreads / Spreads to UST Benchmark Bonds    1.00    1.458
    Q7    Calculate Tax-Equivalent Yield    1.00    Taxable
    Q8    Convert T-Bill Discount to Price    1.00    4.5
    Q9    Interpolating Benchmark Yields    1.00    3.895
    Q10    Calculating Accrued Interest    1.00    3.75
    Q11    Calculate Effective Duration (Flat YC)    3.00    4.62
    Q12    Calculate Effective Duration (Upward Sloping YC)    3.00    The sensitivity of the price of a bond along with the yield curve which is set as benchmark is known as Effective duration. It is a way to assess the risk of a bond.
Effective Duration = (V–Δy - V+Δy)/2V0Δy
Where, V–Δy – The value of the bond if the yield experiences a fall.
V+Δy – The value of the bond if the yield experiences a rise.
V0– cash flow’s present value
Δy –Change in the yield’s value.
Upward sloping yield curve refers that the cash flows are highly sensitive to the change in interest rates.
    Q13    Calculate Effective Convexity (Flat YC)    3.00    Bond convexity refers to the non linear relationship that is established between the price of the bond and the change in interest rate of the bond. It measures the sensitivity of the bond. Generally higher the duration of the bond, more is the convexity.
Bond convexity = d2 (B(r))/B*d*r2
Where, B is the price of the bond, r is the rate of interest and d is the duration of the bond.
    Q14    Calculate Bond Expected Fair Value Based on Effective Duration    3.00    While calculating the duration of a bond, present value of the future cash flows are taken in account that can be used to determine the fair value of the bond.
    Q15    Calculate Bond Expected Fair Value Based on Effective Duration & Convexity    3.00    Present value of the future cash flow used in duration along with the price of the bond used in convexity will determine the fair value of a bond.
    Q16    Relationship between duration and bond coupon level    3.00    Bond A will have the higher effective duration. Given the bonds are identical aside from the coupon rate, Bond A will be more sensitive because the relative impact of a rate chage is greater on a smaller coupon
    Q17    Relationship between duration and bond maturity    3.00    Bond B; all else equal, the longer the maturity, the greater the duration because the rate change wil be felt over more years
    Q18    Calculate the Fair Value of a Callable Bond    3.00    The coupon value to be distributed for the bond is deducted from the call amount oof the bond, which gives the fair value of the bond.
    Q19    Explain Effective Duration for a Callable Bond    3.00    The sensitivity of the price of a bond along with the yield curve which is set as benchmark is known as Effective duration. It is a way to assess the risk of a bond.
Effective Duration = (V–Δy - V+Δy)/2V0Δy
Where, V–Δy – The value of the bond if the yield experiences a fall.
V+Δy – The value of the bond if the yield experiences a rise.
V0– cash flow’s present value
Δy –Change in the yield’s value.
Upward sloping yield curve refers that the cash flows are highly sensitive to the change in interest rates.
    Q20    Calculate a Forward Rate at a Node on a Binomial Lattice    3.00    45.21
    Q21    Calibrate a 4-year Binomial Interest Rate Lattice    3.00    using the current interest rate of Treasury bond, 4 year binomial ineeterst rate lattice is 4.5%
    Q22    Value a NC-Life Bond on a Binomial Interest Rate Lattice    3.00    30 years
    Q23    Value a Callable Bond on a Binomial Interest Rate Lattice    3.00    The coupon value to be distributed for the bond is deducted from the call amount oof the bond, which gives the fair value of the bond.
    Q24    Calculate the Value of an Embedded Call Option under 17% Vol Assumption    3.00    A one year spread of forward rates are to be added for the embedded call option. With the increase in volatility, the number of embedded put option will decraese.
    Q25    Calculate the Effective Duration of a Callable Bond under a 17% Vol Assumption    3.00    17% change puts the bond at high risk and so the duration of the bond will increase over the time. Effective Duration = (17% - V+Δy)/2V0Δy
    Q26    Calculate the Effective Duration of a Callable Bond under a 17% Vol Assumption    3.00    17% change puts the bond at high risk and so the duration of the bond will decrease over the time. Effective Duration = (V–Δy - 17%)/2V0Δy
    Q27    Explain Effective Duration versus Coupon Levels for Callable Bond    3.00    Duration will be higher for the bond with a premium coupon, because
    Q28    Calculate the Par Coupon for a Callable Bond under a 17% Vol Assumption    3.00    The higher the coupon, the lower the volatility because the rate change in the market will be less in terms of percent change.
    Q29    Explain the Relationship between Par Coupons on Callable Bonds & Vol    3.00    The bond currently at a discount may have less duration than the bond at par. A call feature does not offer upside to the investor, only increased reinvestment risk. The best option is the noncallable bond at par.
    Q30    What is a bond?     3.00    A bond is a debt security iwhich represents a loan between an investor and a borrower. The investor is compensated for a period of time until his principle is returned to him.
        Total Points:     80.00
Mid-Term
    Q1    US Treasury STRIPS & Pure Discount Rates
        What is the asked yield for the Mar 2023 STRIP? Assume a Mar 15, 2020 settlement date and semi-annual compounding.
        Bond Principal STRIPS
        Maturity
(Approx Yrs)    Maturity
Date    Asked
Price
        1    15-Mar-2021    95.00
        2    15-Mar-2022    93.00
        3    15-Mar-2023    91.00
        4    15-Mar-2024    89.00
        5    15-Mar-2025    87.00
    Q2    Calculate Yield to Maturity (YTM) / Par Rate
        Calculate the 3-year par yield from the data below.
        Bond Prices and Terms & Conditions
        Par Value (%)    100.000
        Pmt per Yr    1.000
        Maturity (Yrs)    Coupon
(%)    Price
(%)
        1    3.15    101.942
        2    3.25    102.850
        3    3.75    102.775
        4    3.90    101.794
    Q3    Calculate Spot Rate
        Calculate the 4-year spot rate from the data below.
        Bond Prices and Terms & Conditions
        Par Value (%)    100.000
        Pmt per Yr    1.000
        Maturity (Yrs)    Coupon
(%)    Price
(%)    YTM
(%)
        1    4.15    101.942    2.166
        2    4.25    102.850    2.766
        3    4.75    102.775    3.755
        4    4.90    101.794    4.401    0.9823
    Q4    Calculate Forward Rate
        Calculate the 3-year forward rate from the data below.
    Bond Prices and Terms & Conditions
        Par Value (%)    100.000
        Pmt per Yr    1.000
        Maturity (Yrs)    Coupon
(%)    Price
(%)    Spot Rate...