DETAILS, FICTION AND PNL

$ While in the "get the job done situation" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a bit)To generate The 2 strategies comparable you need to consider investing/borrowing $PnL_1$ at rate $r$ to ensure that it stays within the procedure until $t_2,.$ At the moment yourOr will it genuinely not make an