问题如下：
The answer to Prégent’s question is that the portfolio would most likely experience:
选项：
A.a loss.
B.no change.
C.a gain.
解释：
A is correct.
Short maturity at- or near-the-money options on long-term bond futures contain a great deal of convexity. Thus, options increase the convexity of the French client’s portfolio. Options are added in anticipation of a significant change in rates. If the yield curve remains stable, the portfolio will experience a loss from both the initial purchase price of the options and the foregone interest income on the liquidated bonds
老师，答案讲解中的最后一句“ foregone interest income on the liquidated bonds.”怎么理解啊？
