Showing inbox subfolders in apple mail

I have several sub-folders that i would like to appear under the "inbox" in apple mail. When I create a new mailbox it will create the folder but move it to the very bottom of the sidebar, and does not add it under the Inbox. I am able to create sub-sub folders (folders inside my existing subfolders), but cannot create new subfolders.

I have spent a bit of time searching through the boards and online and have not found anything that directly addresses this issue.

Host: Office 365 Exchange

Mail App: Version 11.2

OS: High Sierra 10.13.3

Machine: MacBook Pro Retina (Early 2015)

Thank you!