pnl Options
That is not similar to the pnl equalling the value paid, in its place the predicted pnl from the technique will be the same as the option benefit. $endgroup$To produce the two methods equivalent it is best to visualize investing/borrowing $PnL_1$ at price $r$ to ensure it stays in the method right up until $t_2,.$ At that time your$begingroup$ Shou