I don't know how common it is, but the most likely cause is that this is a grafted rose, and one of the colors is the rootstock below the graft. Since pink is a much more common color for roses, I am guessing that at one point most of the grafted (yellow) rose was killed back, and the root stock took over - except for this one stem of the yellow variety. You should be able to tell if this is the case by examining the base of the bush - most likely the yellow stem comes from a higher position, perhaps above a graft swelling.
This yellow rose caught my eye when I was smelling the red roses. I saw it out of the corner of my eye. I thought at first that it was another bush, but there were no other yellow ones so I followed the stem. It ended on the same trunk as the red ones!
I'm wondering how common this is?
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