问题
单项选择题
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.
答案
参考答案：C
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.