下面有两句原话，请大家解答一下.

Managing through interest rate anticipation means lengthening the averge term of a portfolio when interest rates are expected to fall, and shortening the term or taking refuge in cash when interest rates are expected to rise.

当我考虑到利率下降的时候，我脑子里第一反应就是缩短投资组合的期限，因为interest rate降低了，也就是回报降低了。但是看完上面英文原话好像我的想法有问题，但是又找不到问题在哪里。请问我哪里出了问题？