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Determining the forward rate for delivery

Problem:

The prices of two Treasury Bills are P1 = 98.05, P2 = 96.00. The bond with price P1 matures in 3 months, the bond with price P2 matures in 6 months. All bonds have maturity value of $100. There is an active forward market for delivery in three months of Treasury Bills with three months to maturity. What is the forward rate today for delivery in three months of a Treasury Bill with three months to maturity?

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Accounting Basics: Determining the forward rate for delivery

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Accounting Basics: Determining the forward rate for delivery

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