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.