Question

Difficulty: MediumSystematic and Market Risks

A retail investor maintains a portfolio that is broadly diversified across dozens of domestic stocks spanning all major economic sectors. Following an unexpected announcement of macroeconomic rate hikes by the Federal Reserve, the entire equity market experiences a sharp decline, causing the value of the investor's portfolio to fall. Which of the following statements best explains why diversification did not prevent this portfolio loss?

  1. Interest rate changes represent a systematic risk that impacts the overall market and cannot be eliminated through asset diversification.Answer
  2. B
    Adding stocks from additional industry sectors would have eliminated the loss, as systematic risk only impacts concentrated portfolios.
  3. C
    The portfolio decline was primarily driven by issuer default risk, which automatically increases for equity securities when prevailing interest rates rise.
  4. D
    The loss occurred because an inverted yield curve guarantees immediate price drops across all equity securities regardless of economic conditions.

Answer

Interest rate changes represent a systematic risk that impacts the overall market and cannot be eliminated through asset diversification.
Interest rate changes and general market downturns are core examples of systematic risk. Systematic risk stems from macro-level economic factors that influence the market as a whole, meaning it affects virtually all equity holdings regardless of how well diversified the portfolio is across sectors.

Step-by-Step Solution

1
Identify the risk factor described in the scenario.
The risk factor is an unexpected market-wide interest rate hike by the Federal Reserve affecting all sectors.
Macroeconomic forces such as interest rate adjustments, inflation, and market sentiment affect the broader financial system as a whole.
2
Classify the risk as systematic or non-systematic.
Interest rate risk and market risk are forms of systematic risk.
Systematic risks are non-diversifiable because they influence the entire market rather than specific individual issuers.
3
Evaluate the effect of portfolio diversification on this category of risk.
Diversification mitigates unsystematic (business/credit) risk, but cannot eliminate systematic risk.
Because all equities are subject to broad market forces, spreading capital across multiple stock sectors does not protect against a general market downturn.

Key Concept

Systematic risk (market risk, interest rate risk) affects the broad market and cannot be avoided through portfolio diversification.
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