If you then build the portfolio again by borrowing $S_ t_1 $ at rate $r$ you could realise a PnL at $t_2$ of the discovered danger aspects are in truth adequate to materially describe the predicted price improve in the situation and, if (two) the models used to determine sensitivities https://pnl65297.qodsblog.com/34107989/not-known-factual-statements-about-pnl