Collateral Yield - Q24 on free sample exam

Question statement says “…earns a collateral yield on the margin provided to buy the contract.” So I said "false’ since margin is usually (I thought) a rather smalll amount and collateral yield in earned by investing in Treasuries (I thought). Answer calls statement “true” and “Collateral yield comes from the assumption that the full value of the underlying futures contract is invested to earn the risk free rate…” What am I missing? To me appears the answer contradicted question statement but still called it true.