Currency forwards/futures contract, example, interest, different

Sunshine4ever

In study session 4 (page 318), the interest rate parity formula is: F/S = (1+Ra)/(1+Rb). On the next page there is an example to calculate a 3 month forward contract when given annualized interest rates, making each interest rate (1 + R/4).

In Derivatives, the formula is F = S x (1+Ra)^T/(1+Rb)^T. (page 27, 49)

Why is it different and which one is right? Does it have to do with annualized rates?