单选题
The total return on a collateralized futures position is composed of the change in: A. futures price plus the interest income on the futures. B. treasuries price plus the interest income on the futures. C. futures price plus the interest income on the Treasuries.
【正确答案】
C
【答案解析】The total return on the position equals the gain or loss on the futures position plus the interest earned on the Treasury position.