Why there no reason to believe that the market will reward investor with additional return for assuming unsystematic risk?

There is no reason to believe that the market will reward investors for assuming unsystematic risk because this type of risk is specific to individual assets and can be diversified away. As investors build diversified portfoliOS, the unique risks associated with individual securities diminish, leading to the conclusion that only systematic risk, which affects the entire market, is compensated through higher expected returns. Therefore, the market does not provide an additional return for bearing risks that can be eliminated through diversification.