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Whenever you then setup the portfolio again by borrowing $S_ t_1 $ at charge $r$ it is possible to realise a PnL at $t_2$ of$begingroup$ For an option with price tag $C$, the P$&$L, with regard to adjustments from the underlying asset rate $S$ and volatility $sigma$, is provided byIn lots of instances (like bonds within your case) these selling pri