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What annual return would you be earning if you were able to purchase a $1000 par, zero coupon bond for $469 that had 13 years until maturity?

A)7%
B)6%
C)5%
D)4%
E)3%

1 Answer

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Final answer:

The annual return of a zero coupon bond purchased at $469 with a $1000 par value and 13 years until maturity is approximately 8%, which is calculated using the compound interest formula for zero coupon bonds.

Step-by-step explanation:

The question you've asked pertains to the calculation of the annual return from a zero coupon bond. To find this return, you're essentially trying to calculate the rate at which the investment grows annually from its purchase price to its par value over a set period of time, in this case, 13 years.

To calculate this, you would use the formula for compound interest:

A = P(1 + r/n)^(nt)

Where:

  • A is the future value of the investment/loan, including interest
  • P is the principal investment amount (initial deposit or loan amount)
  • r is the annual interest rate (decimal)
  • n is the number of times that interest is compounded per year
  • t is the number of years the money is invested or borrowed for

As zero coupon bonds pay no interest until maturity, in this case we use n = 1 for annual compounding. We then solve for r as follows:

1000 = 469(1 + r)^13

Reducing it to:

(1 + r)^13 = 1000 / 469

Calculate the right-hand side:

(1 + r)^13 = 2.13198

Now we find the 13th root of 2.13198:

1 + r = 1.0809

Subtract 1 from both sides:

r = 0.0809 or 8.09%

Hence, the correct answer is not specifically listed among the options A) 7% B) 6% C) 5% D) 4% E) 3%, but it highlights

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