Question

Difficulty: MediumNon-Systematic and Credit Risks

A pharmaceutical company faces severe financial distress following the unexpected rejection of its primary drug candidate by regulatory authorities, causing the market value of its corporate debentures to drop sharply. An investor holding a broad basket of corporate bonds issued across multiple distinct business sectors experiences minimal impact on total portfolio value. This scenario best illustrates the mitigation of which type of risk through diversification?

  1. Business risk, because non-systematic risk is specific to a single firm or industry and can be reduced by spreading investments across varied issuers.Answer
  2. B
    Interest rate risk, because bond price declines caused by regulatory decisions can be eliminated by holding fixed-income securities with varying maturity dates.
  3. C
    Systematic market risk, because diversification across multiple corporate bond issuers eliminates market-wide price volatility.
  4. D
    Purchasing power risk, because inflation impacts individual corporate issuers unequally based on product failure.

Answer

Business risk, because non-systematic risk is specific to a single firm or industry and can be reduced by spreading investments across varied issuers.
Business risk is a non-systematic (unsystematic) risk inherent to a specific issuer's business operations or sector. Because it is unique to the individual company, holding a diversified portfolio of securities across different sectors isolates the investor from severe losses when any single issuer experiences negative events.

Step-by-Step Solution

1
Identify the nature of the risk presented in the scenario.
The risk stems from a specific company's operational setback (drug rejection), which represents non-systematic (unsystematic) business risk.
Events affecting a single issuer or entity are unique to that issuer rather than the broader economic market.
2
Determine how diversification affects non-systematic versus systematic risk.
Asset diversification effectively reduces or eliminates non-systematic risk because poor performance by one issuer is offset by other un-correlated issuers.
Systematic risks (such as market risk or interest rate risk) affect all issuers and cannot be diversified away.

Key Concept

Non-Systematic (Business/Credit) Risk and Diversification
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