Which statements about portfolio diversification is/are true? Select one or more: A. Proper diversification can eliminate nonsystematic risk. B. The lower the correlation, the greater the diversification effects, assuming no short-sales. C. The risk-reducing benefits of diversification do not occur meaningfully until at least 10 individual securities have been purchased. D. Because diversification reduces a portfolio's total risk, it necessarily reduces the portfolio's expected return. E. Typically, as more securities are added to a portfolio, the standard deviation would be expected to decrease at a decreasing rate