Non-diversifiable risk: A. can be cut almost in half by simply investing in 10 stocks provided each stock is in a different industry. B can almost be eliminated by investing in 35 diverse securities. C. remains constant regardless of the number of securities held in a portfolio. D. has little, if any, impact on the actual realized returns for a diversified portfolio. E. should be ignored by investors. You combine a set of assets using different weights such that you produce the following results. Which one of these portfolios CANNOT be a Markowitz efficient portfolio? A. A B. B C.C D. D E. E