This is a Schweser QBANK question The Price of a 90-day forward contract on a 90 day T-Bill will be: A - above the current price of a 180 day T-Bill B - above the current price of a 90 day T-Bill C - either above or below the current price of a 180-day T-Bill D - equal to the current price of a 180 Day T-Bill It’s A - explain? - I am missing something here I would have thought it was D

The Price of a 90-day forward contract on a 90 day T-Bill is the price of a T-Bill that is going to be 100 in 90-days from when you buy it. The current price of a 180-day T-bill is the price of a T-bill that is going to be 100 180 days from when you buy it…

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