hard · Financial Accounting liabilities-bonds-payable

Vanguard Corp. issued $3,000,000 face, 5-year, zero-coupon bonds on January 1, Year 1, when the market yield was 9% compounded annually, for proceeds of $1,949,694. On the same date, Vanguard designated the bonds as the hedged item in a fair value hedge of interest-rate risk using a receive-fixed/pay-variable interest-rate swap (a perfectly effective hedge of the benchmark-rate component). During Year 1, the benchmark interest rate ROSE, and the change in fair value of the bonds attributable to the hedged risk was a $90,000 DECREASE in the liability's fair value.

Ignoring the swap's own entries, what is the net carrying amount of the bonds at December 31, Year 1?

  1. $2,034,470, reflecting $1,949,694 plus $175,472 of interest accretion plus the $90,000 hedge adjustment increase.
  2. $2,034,766, reflecting $1,949,694 plus $175,472 of accretion less the $90,000 fair-value hedge adjustment.
  3. $1,859,694, reflecting the $1,949,694 issue price reduced by the $90,000 hedge adjustment only.
  4. $2,124,766, reflecting $1,949,694 plus $175,472 of accretion with no hedge basis adjustment because the bonds are a liability.

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