collateral return 的0.2%是从哪里来的呢？

问题如下：

Moreno describes how some of Wabash’s clients hedge positions for critical commodities used in manufacturing. To illustrate, she shows Gorski data for a position taken on behalf of Platte River Foods. The position is now close to expiration.

The total return for the Platte River Foods hedge position is closest to:

选项：

A.5.5%. B.5.7%. C.5.30%

解释：

Because total return is the sum of the price return, the roll return, and the collateral return. Total return = 4.0% +1.5% + 0.2% = 5.7%.