in Hull's solutions manual of Options, Futures & Derivatives (8th edition), there's question 4.7, in which is asked to put the following in descending order: a) the five-year zero rate, b) the yield on a five-year coupon-bearing bond, c) the forward rate corresponding to the period between 4.75 and 5 years in the future. The yield curve is upward sloping.
The solution is c>a>b.
With an upward sloping yield curve, it makes sense to me that the forward rate at the end of the curve is highest among the three. However, I don't get how to put a and b in order; what's the reasoning behind it?