Assume that the term structure of interest rates is downward sloping. Rank the following according to the magnitude (from lowest to highest): i) the 10-year zero rate; ii) the yield on a 10-year coupon-bearing bond; iii) the (1-year) forward rate corresponding to the period between the end of year 9 and the end of year 10. What is the answer to this question when the term structure of interest rates is upward sloping? In both scenarios, provide a brief explanation for your ordering.