Harold has invested in a wide range of domestic securities. By adding foreign securities to the portfolio, Harold will expand his efficient frontier only if:

(A) at least one of the foreign securities offers a combination of expected return and risk that lies outside the domestic efficient frontier.

(B) the foreign securities returns are derived from industries that are not represented in Harolds domestic portfolio.

(C) at least one of the foreign securities has returns that are negatively correlated with the returns on domestic securities.

(D) at least one of the foreign securities has returns that are less than perfectly positively correlated with returns on domestic securities.