Lesson

In this sub-section, we will discuss the differences between coupon and zero-coupon bonds, their characteristics, and how they are valued. Coupon bonds pay periodic interest payments to bondholders, while zero-coupon bonds do not pay any interest and are sold at a discount to their face value. The valuation of these bonds depends on factors such as interest rates, time to maturity, and credit quality.

Practice Question #1

Which of the following best describes a zero-coupon bond?

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Terms

Coupon bond:
A bond that pays periodic interest payments to the bondholder.
Zero-coupon bond:
A bond that does not pay any interest and is sold at a discount to its face value.
Face value:
The amount a bond is worth at maturity.
Discount:
The difference between the face value of a bond and its purchase price.

Practice Question #2

Which of the following factors is most important in determining the value of a zero-coupon bond?

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Historical Example

In the early 1980s, the U.S. government issued zero-coupon bonds called STRIPS (Separate Trading of Registered Interest and Principal of Securities) to help finance the federal deficit. These bonds were sold at a deep discount to their face value and only paid interest once they matured. The popularity of these bonds grew as investors sought a safe, long-term investment with a guaranteed return.

Practice Question #3

Which of the following risks is most relevant to zero-coupon bonds?

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Real-World Example

An investor purchases a 10-year zero-coupon bond with a face value of $1,000 for $750. The investor will not receive any interest payments during the bond's life. Instead, they will receive the full face value of $1,000 when the bond matures in 10 years, earning a total return of $250.

Practice Question #4

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Rhyme

Coupon bonds pay interest, it's plain to see, but zero-coupon bonds are sold at a discount, interest-free.

Practice Question #5

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More Detail

- Zero-coupon bond price quote discount: A zero-coupon bond is a bond that does not pay periodic interest payments and is issued at a discount to its face value. The bondholder receives the full face value at maturity.

Practice Question #6

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More Detail Examples

- Example zero-coupon bond price: A 5-year zero-coupon bond with a face value of $1,000 is issued at a price of $800. The bondholder will receive $1,000 at the end of 5 years but no interest payments during the bond's term.

Practice Question #7

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Pitfalls to Remember

- Pitfall for zero-coupon bond pricing:
Zero-coupon bonds are subject to higher interest rate risk than coupon bonds, as their entire return is realized at maturity.

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