NOT KNOWN FACTS ABOUT PNL

That is not similar to the pnl equalling the price paid out, as a substitute the anticipated pnl in the approach would be similar to the choice benefit. $endgroup$For making The 2 procedures similar you ought to think about investing/borrowing $PnL_1$ at charge $r$ to ensure it stays while in the program until finally $t_2,.$ At that time yourI am