Which of the Following Statements Is FALSE

Which of the following statements is FALSE?

A) Because diversification improves with the number of stocks held in a portfolio an efficient portfolio should be a large portfolio containing many different stocks.
B) The beta of a security is the sensitivity of the security's return to the return of the overall market.
C) An efficient portfolio cannot be diversified further,that is there is no way to reduce the risk of the portfolio without lowering its expected return.
D) We call a portfolio that contains only unsystematic risk an efficient portfolio.