RB_CH02_Q025. Eurodollar futures vs forward six months

You are considering two contracts: a Eurodollar futures contract, with six months to maturity, selling at 95, settled on three-month LIBOR, marked-to-market every day; and a Eurodollar forward contract, with six months to maturity, selling at 95, settled on three-month LIBOR at maturity. 1. Which contract do you prefer (or are you indifferent)? 2. Do you think there is a mis-pricing? 3. If you go long one and short the other, which one should be long, and which one should be short (or are you indifferent)?