Chapter 2: The Financial System and the Economy 13
(1) Many investors favor securities with shorter times to maturity
(2) Long-term securities must usually offer a higher expected return
than short-term securities
2. Choosing a Financial Investment Portfolio
a) Definition of portfolio
b) Need to examine risk of entire portfolio, taken together, not just
individual security
c) Idiosyncratic risk (unsystematic risk): risk that can be eliminated
by diversification
d) Market risk (systematic risk): risk that cannot be eliminated by
diversification
e) No portfolio is right for everyone; a person who is less risk-averse
should hold a riskier portfolio than someone who is very risk-averse
G. Data Bank: Default Risk on Debt
1. Debt ratings indicate the riskiness of different debt securities
2. Lower rated debt pays higher interest rates in the market; use Figure 2.A
3. The difference in interest rates between debts with different ratings gets
larger in recessions; use Figure 2.B
ADDITIONAL ISSUES FOR CLASSROOM DISCUSSION
1. Add a more detailed discussion of diversification. You could start by asking
this question: Why is it usually better for an investor to own 100 different
stocks rather than one? Then you could cite research that suggests that
having about twenty stocks from different industries reduces most of the
idiosyncratic risk to a portfolio.
2. To expand on the discussion of risk and return, you can draw bell-shaped
curves that describe the distribution of returns to a stock. After drawing the
basic curve, you can illustrate a variety of concepts. Show a
mean-preserving spread by drawing two distributions with the same
expected return but different risks, and ask which one an investor would
prefer. Then show that if the security with more risk has a higher expected
return; some investors will prefer one and other investors will prefer the
other.
3. You can introduce the idea of a portfolio-possibilities line by drawing a
diagram showing risk on the horizontal axis and expected return on the
vertical axis. The upward sloping portfolio-possibilities line shows the
trade-o5 that investors face between risk and expected return. Some
investors will prefer to be on the left side of the line, with low risk and low