What is the difference between ‘lie,’ ‘deceive’ and ‘mislead’?

Oxford University:

The University of Oxford is today releasing a set of sample interview questions from tutors who conduct Oxford interviews, in an attempt to explain the reasoning behind even the most strange-sounding questions.
The questions have been released to mark the deadline day for students to apply to study at Oxford University next year. Students applying for biological sciences might be asked whether it is easier for an organism to live on sea or land, history applicants might be asked which historical figure they would like to interview and why, while aspiring philosophers might be asked to distinguish between ‘lie’, ‘deceive’ and ‘mislead’.
‘When considering an application to Oxford, we look very carefully at GCSE results, aptitude test scores, personal statement, teacher’s reference and interview performance, and we know that for many students the interview is the most daunting part of the process,’ says Mike Nicholson, Director of Undergraduate Admissions at Oxford University. ‘Academic interviews will be an entirely new experience for most students, so we want to show students what they are really like so they aren’t put off by what they might have heard.
‘Interviews are designed to give candidates a chance to show their real ability and potential, which means candidates will be pushed to use their knowledge and apply their thinking to new problems in ways that will both challenge them and allow them to shine. Interviews are an academic conversation in a subject area between tutors and candidate, similar to the undergraduate tutorials which current Oxford students attend every week. Like tutorials, interviews are designed to get students to think, not recite specific facts or answers.’