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It could avoid conflict with other programs on your path. For example, you have a program called potato on your path and if you just type potato, you'd fire up the one on your PATH, when you actually want to fire your own potato... for example
I thought for general security purposes the current directory was never included into the path. It is one of the few ways, as you said, that can create wonderful security loopholes and whatnots. I do know there is a way to add the current directory into the path, but I would avoid doing that, just in case...
The dot slash parameter in front of the program and or file name tells the kernel to execute the sequence of commands stored in the script and or file that you amend to the end of the aforementioned command line interface (CLI) argument.