John Mueller basically said he has never seen a case like this where it ended up hurting the site. He said that Google is usually catches these situations fairly easily. He did add, if you are worried that you can disavow all the links pointing to the penalized site that is redirecting to you. But he made it sound like you really should not have to worry about this.
He said this 27 minutes and 30 seconds into the hangout. Here is the video embed: