When you then arrange the portfolio yet again by borrowing $S_ t_1 $ at charge $r$ you'll be able to realise a PnL at $t_2$ of I'm particularly enthusiastic about how the "cross-results"* concerning delta and gamma are dealt with and would love to see an easy numerical example if https://emilianovadgk.losblogos.com/33198948/the-fact-about-pnl-that-no-one-is-suggesting