Solution-Suppose that zero interest rates with continuous

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Suppose that zero interest rates with continuous compounding are as follows:

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

What is the answer to this question when the term structure of interest rates is downward-sloping?

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