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In an inverted yield curve environment where the three month short term risk free rate is 3% and the 10 year note has a current

In an inverted yield curve environment where the three month short term risk free rate is 3% and the 10 year note has a current yield of 2%, will the futures contract settling three months out be higher, lower, or the same as the spot price of the 10 year note?

Higher

Lower

Not enough information to determine

The same

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