The term structure of interest rate is upward sloping. Rank the following rates according to their size. You have to explain why. Assume

continuous compounding.

a$.$ The $1$ year zero rate

b$.$ The $2$ year zero rate

c$.$ The yield on a $2$ year coupon$-$bearing bond $($Assume that coupons are paid annually$)$

d$.$ The forward rate corresponding to the period between $1$ and $2$ years in the future