Famous Blue Raincoat

What do you think the Leonard Cohen song "Famous Blue Raincoat" is about. I was recently listening to it and thinking, although it seems obvious that it has to do with a love triange of some sort, there are a lot of ambiguities in it. For instance the person the letter is written to- male or female? The reference to "my brother" makes it seem written to a man but there are other lines that make it seem written to a female. It seems L. Cohen himself was not forthcoming about what exactly it was about or did not want to say. I read a response from him that was as ambiguous as the song. What do you think?