medium · Debt Capital Markets bond-instruments-structures

What is the primary risk an investor takes when buying a premium bond that has an embedded call option?

  1. The issuer may call the bond at par, resulting in an immediate capital loss for the investor.
  2. The issuer raises the stated coupon rate, which then causes the bond's market price to drop.
  3. The bond's yield to maturity must rise to match the bond's higher stated coupon rate.
  4. The investor is contractually forced to sell the bond back to the issuer at a deep discount to par.

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