Question

Difficulty: MediumNon-Systematic and Credit Risks

An investor holds a fixed-income portfolio heavily concentrated in corporate bonds issued by a single retail company. The investor is concerned that poor financial performance by the issuer could lead to a credit rating downgrade or default on interest payments. Which of the following best identifies the primary risk described and the most effective strategy to reduce it?

  1. Credit and business risk, which can be effectively reduced by diversifying investments across multiple issuers and industry sectors.Answer
  2. B
    Interest rate risk, which can be eliminated by holding the corporate bonds until their scheduled maturity dates.
  3. C
    Systematic market risk, which can be completely eliminated by spreading bond purchases across different maturity dates.
  4. D
    Capital risk, which can be avoided by exchanging the corporate debt for preferred stock of the same issuing firm.

Answer

Credit and business risk, which can be effectively reduced by diversifying investments across multiple issuers and industry sectors.
Business risk and credit (default) risk are non-systematic, issuer-specific risks. Because these risks depend on the financial stability of a single entity, investors can significantly mitigate them by diversifying their holdings across multiple issuers and sectors.

Step-by-Step Solution

1
Identify the type of risk presented in the scenario.
The risk of an issuer suffering financial distress, credit rating downgrades, or failing to pay interest/principal is business and credit (default) risk, which is non-systematic.
Non-systematic risks are specific to a particular issuer, company, or industry.
2
Determine the appropriate risk mitigation strategy.
Diversifying investments across different issuers and industry sectors reduces exposure to any single company's failure.
Diversification is the primary method for reducing non-systematic (unsystematic) risk.

Key Concept

Non-systematic risk (credit/business risk) is issuer-specific and can be mitigated through portfolio diversification.
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