Which of the following statements is true regarding benefits from diversification?

A.I will always achieve risk reduction by including additional assets to my portfolio

B.I will only achieve benefits from diversification if I include additional assets that are negative correlated with those already in my portfolio

C.If I have a portfolio composed of relatively low-risk assets, I gain nothing in terms of risk reduction by including riskier assets

D.If n > m, then a portfolio composed of n assets will always outperform a portfolio composed of m assets

E.None of the above