$begingroup$ I am not sure what you suggest by "cross" consequences - the only real correlation is that they equally are functions of your modify in fundamental ($Delta S$) To make The 2 procedures equivalent you'll want to visualize investing/borrowing $PnL_1$ at amount $r$ to make sure that it stays https://trentonhvlcs.blogrenanda.com/40436191/5-simple-techniques-for-pnl