【单选题】Which statement about portfolio diversification is correct?______.
A.
Proper diversification can reduce or eliminate systematic risk.
B.
As more securities are added to a portfolio, total risk typically would be expected to fall at a decreasing rate.
C.
The risk-reducing benefits of diversification do not occur meaningfully until at least 30 individual securities are included in the portfolio.
D.
Diversification reduces the portfolio's expected return because it reduces a portfolio's total risk.