HOW MUCH YOU NEED TO EXPECT YOU'LL PAY FOR A GOOD PNL

That is not the same as the pnl equalling the value paid, instead the expected pnl on the approach will be similar to the option value. $endgroup$To generate the two strategies comparable you need to consider investing/borrowing $PnL_1$ at charge $r$ to ensure it stays from the technique until eventually $t_2,.$ At that time yourI'm keen on being a