hard · Certified Financial Planner General Principles

A zero-coupon bond has a maturity of 12 years and a current market price of $440.

If the client's goal is to immunize a future liability exactly 12 years from today, why is this bond the optimal choice?

  1. Because the lack of coupons eliminates the possibility of default risk over the 12-year period.
  2. Because the low current price of $440 guarantees a high internal rate of return (IRR) regardless of interest rate changes.
  3. Because it provides a linear price change estimate that is more accurate than coupon-bearing bonds.
  4. Because it has no coupon payments to reinvest, its Macaulay Duration is exactly equal to its maturity.

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