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The term structure of interest rates is upward sloping. Put the following in order of Magnitude: (a) The 5-year zero rate (b) The yield on

The term structure of interest rates is upward sloping. Put the following in order of Magnitude: 


(a) The 5-year zero rate 


(b) The yield on a 5-year coupon-bearing bond 


(c) The forward rate corresponding to the period between 4.75 and 5 years in the future. 


What is the answer when the term structure of interest rates is downward sloping?

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