Forward rates - upward sloping yield curve

For an upward sloping yield curve, why is f(1,1) > r(3) ? Why is the one year forward rate one year from now greater than the 3 year spot

It’s probably worth search the forums for this. Someone else asked the same thing just a week ago and I was able to chime in: If that doesn’t answer it, just do a quick search and I’m sure you’ll see several posts asking the same thing.

r(3) > f(1,1) for positive sloping yield curve.