When the futures market is in backwardation $($i$.$e$.,$ inverted$),$ the roll return will be

$\_\_\_\_\_\_\_\_\_$ for a long investor $($i$.$e$.,$ an investor with long positions in short$-$dated futures

contracts that are rolled forward$).$

A$.$ Negative

B$.$ Zero

C$.$ Positive

D$.$ What is a roll return and backwardation?