The following is a hypothetical asset$-$class correlation matrix:AssetClassClassAClassBClassCClassDClassEClass A$1\mathrm{.}0-0\mathrm{.}20\mathrm{.}60\mathrm{.}40\mathrm{.}7$Class B$-0\mathrm{.}21\mathrm{.}00\mathrm{.}3-0\mathrm{.}10\mathrm{.}2$Class C$0\mathrm{.}60\mathrm{.}31\mathrm{.}00\mathrm{.}20\mathrm{.}1$Class D$0\mathrm{.}4-0\mathrm{.}10\mathrm{.}21\mathrm{.}00\mathrm{.}3$Class E$0\mathrm{.}70\mathrm{.}20\mathrm{.}10\mathrm{.}31\mathrm{.}0$Karen Brown manages a portfolio that holds Asset A$.$ She wants to add assets representing the asset class that provides the greatest diversification benefits when paired with Class A assets. Based on the above matrix, the asset class Ms$.$ Brown should choose isClass E assets, because the two classes have the strongest positive correlationClass E assets, because the two classes have the strongest negative correlationClass B assets, because the two classes have the strongest positive correlationClass B assets, because the two classes have the strongest negative correlation