[SIP2.41] Onboard kpkWETH Prime (Morpho) for ETH Mainnet - Higher Risk

Similar question as one in SIP 2.42: [SIP2.42] Onboard kpkUSDC Prime (Morpho) for USDC Mainnet - Higher Risk - #6 by techsqrt

Can this minor 3% - ever vacuum more then 3% of the capital. What exactly mechanics guarantees it?