In Act II, Duncan is sleeping when he is killed by Macbeth.
He is having trouble sleeping, because he is obsessed with thoughts of the 3 witches. (II, i, 8-9) He is very upset when he hears Duncan's death. Banquo was very suspicious of Duncan's murder. It is clear that he intents to investigate further. Perhaps, he suspects Macbeth is not innocent. (II, iii, 127-132)
Macbeth is very nervous about the act. And he wants the evil deed to be done as quickly as possible. He begins to feel guilty right away (II, ii, 59-62) and confesses he could no longer sleep well. (II, ii, 34-35) When the body of Duncan is discovered, Macbeth skillfully pretends to be surprise. He claims he murder Duncan's guard out of anger. (II, iii, 108-111)
Lady Macbeth is very calm in this act, unlike Macbeth; she felt no remorse, no guilt (II, ii, 66-67).
She is not as calm as she appears, she admits that when Duncan is sleeping, Duncan looked like her father, and that kept her from doing the murder herself. (II, ii, 12-13) When the body of Duncan is discovered, she puts on a good show of being upset even to the point of fainting. (II, iii, 127)
Malcolm is very suspicious and tells his brother he is going to England to mount a counter offense. (II, iii, 137)
MacDuff appears to be a loyal thane who was asked by Duncan to call upon him. (II, iii, 48-49) When he hears the death of Duncan, he was absolute horrified. He suspects Malcolm and Donalbain (II, vi, 25-27). He does not seem to suspect Macbeth at this stage.