hard · Certified Financial Planner Retirement

Marlowe is considering the use of zero-coupon bonds to immunize a future liability.

Why are zero-coupon bonds considered the perfect instrument for precise liability immunization?

  1. They provide a higher yield-to-maturity than coupon-bearing bonds of the same credit quality.
  2. They eliminate interest rate risk entirely.
  3. Their Macaulay Duration is exactly equal to their maturity.
  4. They are exempt from federal income tax if held to maturity.

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