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CFA mock AM Q25 - roll yield

Their explanation makes no sense to me…they say:
positive “roll yield” occurs when the futures price is above the “full carry” price, referred to as backwardation.
If futures prices are above the carry prices then aren’t you buying overpriced futures? Sounds like negative roll yield to me…
Anyway, I understand how B could be the answer here, based on producers worried about prices dropping further…however, I would think that A could also be the answer. If you didn’t have low storage costs then your futures curve would be in contango and your roll yield would be negative.
What am I missing?

Glad I saw this cuz their explanation drove me nuts.
Think they did that on purpose so they can screw people over? Plus no errata.
Totally unfair.
Thanks for bringing this up, Ceredwyn.

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If the market is in contango, then there is a negative roll yield.

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Haven’t seen an errata on this yet nor a decent explanation. I would ignore this one for now.

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