solving problems related to interest rate futures, forwards, and swaps.

Task 
In this assignment, you will solve problems about Interest Rate Futures, Forwards, and Swaps.
Instructions 
Use your textbook to answer the following questions from Chapter 23:
Exercise 16 and 17. 
Please, upload xls, xlsx file.
Please, use the full computing power of Excel.
 
16.    Two firms X and Y are able to borrow funds as follows:
A: Fixed-rate funding at 4% and floating rate at Libor − 1%.
B: Fixed-rate funding at 5% and floating rate at Libor + 1%.
Show how these two firms can both obtain cheaper financing using a swap. What swap
would you suggest to the two firms if you were an unbiased advisor?
17.    Firm A can borrow fixed rate at 10%. It can also borrow floating at Libor + 1%. The
market swap rate at the bid is Libor versus 8.9% and is Libor versus 9.1% at the ask
(i.e., the firm can enter into a swap by paying fixed at 9.1% or receiving at 8.9%). Find
the cheapest form of financing for the firm if it wishes to be in floating-rate debt.