easy · Certified Financial Planner Professional Conduct

The Langford family is considering buying zero-coupon bonds to fund a liability due in exactly 12 years.

Why are zero-coupon bonds considered the perfect instrument for this 'immunization' strategy?

  1. Their convexity is lower than that of an identical coupon bond.
  2. Zero-coupon bonds are guaranteed to have a higher return than coupon bonds.
  3. A zero-coupon bond's Macaulay Duration is exactly equal to its maturity.
  4. They are exempt from federal income tax if held to maturity.

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