upward-sloping 和downward sloping的情形怎么理解呢

问题如下：

How is the yield to maturity on a bond affected by its coupon when the yield curve is (a) flat, (b) upward-sloping, and (c) downward-sloping?

解释：

When the yield curve is flat so that all rates equal R, the yield to maturity of a bond always equals R. When the yield curve is upward-sloping, the yield to maturity decreases as the coupon increases. When the yield curve is downward-sloping, the yield to maturity increases as the coupon increases.