Which statement about portfolio diversification is correct?

A. Proper diversification can eliminate systematic risk.

B. The risk-reducing benefits of diversification do not occur meaningfully until at least 50-60 individual securities have been purchased.

C. Because diversification reduces a portfolio's total risk, it can reduces the portfolio's expected return.

D. Typically, as more securities are added to a portfolio, total risk would be expected to increase at a decreasing rate.

F. Proper diversification can eliminate systematic risk and increases return.