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A 5-year zero coupon bond (pure discount bond) with a face value of $2,500 sells in the market for $2,000. What return does it provide to the investor?

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Final answer:

The investor's annualized return for a 5-year zero coupon bond purchased at $2,000 with a face value of $2,500 is approximately 4.5% when using a simple interest model.

Step-by-step explanation:

The return provided to the investor for a 5-year zero coupon bond with a face value of $2,500 that sells for $2,000 can be calculated using the formula for the annualized return on investment (ROI). This bond, which is a type of pure discount bond, does not pay periodic interest payments but is sold at a discount, with the face value being received at maturity. To calculate the investor's return, we use the formula:

ROI = (Face Value - Purchase Price) / Purchase Price

And then annualize it over the period of the bond, which is 5 years in this case. So:

ROI = ($2,500 - $2,000) / $2,000 = $500 / $2,000 = 0.25 or 25%

To annualize the ROI, we consider the 5-year term and use the formula for the annualized return:

Annualized Return = (1 + ROI)^(1/n) - 1

Where n is the number of years. Plugging our values in:

Annualized Return = (1 + 0.25)^(1/5) - 1 ≈ 0.045 or 4.5%

Therefore, the annualized return on this zero coupon bond is approximately 4.5%. We assume here a simple interest model and do not take compounding into account. This means the investor earns a return of about 4.5% per year.

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