Sgt. Frank Lugo leads a double life. In the United States, he was a successful hedge fund trader with condos in New York and South Beach, Fla. Now he is in an unlikely spot -- Iraq, where he lives in the sprawling slum of Sadr City. "My lifestyle's obviously drastically different back home than it is here," Lugo said. "But there are things that can't be replicated back home that are here. This belief that we're trying to accomplish something that's greater than oneself." Lugo is an Army reservist. At 36, he has re-enlisted four times, swapping fast cars and...