Assume that the spot curve is flat at some level y > 0. Let denote the Macauley duration of a 10 year par-coupon bond ( is assumed to be a multiple of six months). Consider the following securities:

A: a 10 year premium bond. B: a zero-coupon bond with maturity 10. C: a zero-coupon bond with maturity .

If possible, order these securities by their Macauley duration from largest to smallest. Given a brief explanation of your reasoning. If it is not possible to order the securities by duration based upon the given information, please explain why not, including any additional assumptions you would need to provide the ordering.