You are analyzing a company that has issued a variety of debt instruments. You notice that they have several $10-$year bonds that are trading at various yields. The zero$-$coupon bond has a yield to maturity of $6\mathrm{.}2\%,$ the coupon bond with $5\%$ coupon rate has a yield to maturity of $6\mathrm{.}366\%,$ and the coupon bond with $10\%$ coupon rate has a yield to maturity of $6\mathrm{.}467\%.$ How could this be explained?