Which of the following statements is TRUE?

A.	Spreading a portfolio across 30 different assets will eliminate systematic and firm-specific risk.
	B.	The standard deviation of a portfolio declines to zero as the number of assets in the portfolio is increased.
	C.	In general, the higher the expected return, the lower the risk.
	D.	An increase in the risk of an investment will result in a decreased risk premium.
	E.	The expected return on a risky asset is not a function of unsystematic risk.