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

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

B. I will only achieve benefits from diversification if I include additional assets that are negatively 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