You are given the following current yield rates on zero$-$coupon bonds:

$1-$year $-j_2=10\%$;$2-$year $-j_2=9\%$;$,3-$year $-j_2=8\%$;$,5-$year $-j_2=7\%$

Based on these yield rates, what type of yield curve is this and what is the forward $3-$year yield rate, two years from now?

$($A$)$ Normal; $5\mathrm{.}51\%$

$($B$)$ Normal; $5\mathrm{.}68\%$

$($C$)$ Inverted; $5\mathrm{.}51\%$

$($D$)$ Inverted; $5\mathrm{.}68\%$