Suppose that the zero-coupon yield curve is upward sloping. In particular we have r(t + .5) r(t) for t = .5, 1, . . . , 10. Consider the following securities

A: a zero-coupon bond with maturity 10 years. B: an annuity with maturity 5 years. C: an annuity with maturity 10 years. D: a coupon bond with maturity 10 years

If possible, order these securities by yield to maturity from lowest to highest. Give a BRIEF explanation of your ordering. If it is not possible to order the yields (or if more information is needed), give an explanation why not (including what additional assumptions you may need to provide an ordering).