# convention in borrowing money in a multiperiod model

I have a question concerning the idea of consumption in multi period. The following is given

$$C_1=W_0-xS_1+B$$ $$C_2=xS_2-BR$$

where

$W_0$ is initial wealth

$x$ is the weight on an asset with price / value $S_t$

$B$ is a zerobond at some riskless rate $1<R<2$

the question: how can it be justified (or can it at all be?) that the agent's only chance to transfer money into the second period is via buying the risky asset $S_1$ and not by buying zerobonds? would it not be much more realistic if one had

$$C_1=W_0-xS_1\pm B$$ $$C_2=xS_2\pm BR$$?

Thanks in advance for any suggestions.