91-Day Treasury Bill Rates = 9.71 Percent

91-day Treasury bill rates = 9.71 percent
91-day Treasury bill futures rates = 9.66 percent

(Reminder: Treasury bill prices are calculated using the following formula:
P = FV * (1 - d_t/360)

Where P = price,FV = face value,d = discount yield,and t = days until maturity. )

What is the basis on the T-bill futures contract?

A) 19 basis points.
B) 21 basis points.
C) 5 basis points.
D) 2 basis points.