forward-rate

Hi guys, I came across something on the textbook and found it very off. The statement: In the case of an upward-sloping term structure, there will be a tendency for the forward rate to be higher than the coupon so that bond price rises. Is this statement correct? Thanks in advance.

I came across two different forward rate formula (Equation1 and 2 shown in attached screenshot). would like to know which formula is more “realistic“ and which to use in the exam. would appreciate if anyone can explain the differences too.