FRA Convexity Bias understand, especially, agreement, forward

HuskyGrad2010

Can anyone help me understand this answer below from Schweser?

The forward rate associated with a forward rate agreement (FRA) is:

A)less than that implied by the Eurodollar futures rate especially when the maturity of the contracts is longer.

The forward (FRA) rate = implied futures rate – convexity bias. The convexity bias is considered negligible for contracts of less than one or two years. It is generally viewed as a consideration for contracts with a maturity of longer than two years.