Underline a specific part of a text string (inc formulas) using VBA.

Hey all,

Currently I'm working on a question that i'd like to look like this:
What is the value of the underlined digit in 8512?

The digit i'd like to underline is in cell X6 and the text string is in cell C9 (the formula for which is ="What is the value of the underlined digit in "&Y6&"?")

I'd like to have VBA code that is dynamic and picks up that i want "5" underlined from cell X6 and does it in cell C9.

I've also got a range of data (so, i'd like this to be applied to all of the range too) the value I want underlined from X6:X45 and the questions in the range C9:C48.

I found this about underlining in a string and tried to have a go myself,

Sub test()
Range("A1") = "The quick brown fox jumps over the lazy dog."
Range("A1").Characters(17, 13).Font.Underline = True
End Sub

but I've got no idea how to adapt this as my vba is really not good enough!

Can anyone help please?