$($USD$)$ for spot, $1$ month forward, $3$ months forward, and $6$ months forward:

The current one$-$year U$.$S$.$ T$-$Bill rate is $4\mathrm{.}3\%.$

a$.$ Calculate outright quotes for bid and ask and the number of points spread between each.

b$.$ What do you notice about the spread as quotes evolve from spot toward $6$ months?

Data table

a$.$ Calculate outright quotes for bid and ask and the number of points spread between each.

Calculate the outright quotes for bid and ask and the number of points spread between each below: $($Round to four decimal

$\backslash$table$[[,$Bid Ask Spread,$],[$One$-$month forward $($CHF$/$$$),,],[3-$months forward $($CHF$/$$$),,],[6-$months forward $($CHF$/$$$),,]]$

$($Click on the following icon in order to copy its contents into a i

Spot exchange rate:

Bid rate

CHF$1\mathrm{.}2528=$ USD$1\mathrm{.}00$

Ask rate

CHF$1\mathrm{.}2603=$ USD$1\mathrm{.}00$

$1-$month forward

$10$ to $15$

$3-$months forward

$14$ to $22$

$6-$months forward

$20$ to $30$

b$.$ What do you notice about the spread as quotes evolve from spot toward $6$ months? $($Select from the drop$-$down menus.$)$

It $,$ most likely a result of and trading volume.