Key Concept of Global Integration in Asset Allocation

David is an investment advisor managing a diversified portfolio for a client looking for long-term growth. The client is particularly interested in benefiting from international opportunities while mitigating risks associated with global markets. David decides to research the concept of global integration in asset allocation and how it applies to his strategy. He learns that global integration helps investors assess both return potential and risk diversification across various geographic markets. Which of the following statements accurately reflects a key aspect of global integration in asset allocation?