ate Problem 4.7 " gc: fix . Lontauausty The term structure of interest rates is upward sloping. Put the following in order of onpandn magnitude: nskiess terv a. The five-year zero rate b. The yield on a five-year coupon-bearing bond c. The forward rate corresponding to the period between 4.75 and 5 years in the r4k et yTz future What is the answer to this question when the term structure of interest rates is downward sloping