What if the victim had a birthmark that represented a Roman God. The birthmark would show that the victim was especially chosen by the Roman God. That the bully would be wise to leave the victim alone, or feel the wrath of the Roman God.
I write most of my work based on what ifs. For instance, what if the victim had a scar on his arm that looked like a plague ring. The bullies are taunting because they are scared themselves. The smart boy can see the victim is quite well and he is perhaps is able to recognise the signs of plague. It's thought the Roman army encountered it a few times on their travels.