public class SUT
{
    private readonly IFoo _foo;
    private readonly IBar _bar;

    public SUT(IClientFactory clientFactory)
    {
        _foo = clientFactory.CreateClientInstance<Foo>(string.Empty);
        _bar = clientFactory.CreateClientInstance<Bar>(string.Empty);
    }

}

public class SUTTests
{

    [Fact]
    public DoTest()
    {
        var fooMock = new Mock<IFoo>(MockBehavior.Strict);
        var clientFactoryMock = new Mock<IClientFactory>(MockBehavior.Strict);
        var underTest = new SUT(clientFactoryMock.Object);

       //the below setup produces a compile error saying that it cannot convert from IFoo to Foo even though the actua method returns IFoo
       clientFactoryMock.Setup(x => x.CreateClientInstance<Foo>(String.Empty,cts)).Returns(fooMock.Object);

}

}