Timeline:
Asked a question, no (interesting) answers for two weeks
Set bounty on it this morning
Found the answer to my question two hours later. Answered my own question.
Bounty reputation is lost. It was not awarded to me, it was not returned to me (the 100 I invested).
Right now, I feel really stupid for answering my own bounty question.
If this is accepted behavior, then user should be warned - you are answering your own bounty question, your bounty reputation will be LOST.