Fixed income中multiple liabilities用duration matching策略投资的话,在实务中是否会出现某笔liability到期,但在此时间点之前获得的cash inflow无法cover到这笔liability的风险?即为了达到asset的convexity大于liability的convexity,且duration相同,第一笔的cash inflow需早于第一笔的liability cash outflow,但后一笔的cash inflow要晚于中间几期的cash outflow,是否会出现第一笔的cash inflow在第二笔cash inflow来之前,无法完全cover后几期的liability?