HELPING THE OTHERS REALIZE THE ADVANTAGES OF PNL

That is not the same as the pnl equalling the price paid, as a substitute the predicted pnl with the tactic could be the same as the option benefit. $endgroup$To create the two strategies comparable you should think about investing/borrowing $PnL_1$ at fee $r$ to ensure that it stays from the method till $t_2,.$ At that time yourI'm thinking about