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T-bill Futures (a) What is the 4-month forward price of a 3-month T-bill? Given that: 7-month T-bills are priced at $95.55 4-month T-bills are priced

T-bill Futures

(a) What is the 4-month forward price of a 3-month T-bill? Given that:

7-month T-bills are priced at $95.55

4-month T-bills are priced at 98.88

(b) What is the 6-month forward price of a 6-month T-bill? Given that:

12-month T-bills are priced at $93.55

6-month T-bills are priced at 95.88

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