In a recent client meeting, a financial advisor discussed the importance of global asset integration in portfolio management. The client is a 45-year-old investor planning for retirement in 20 years. He has expressed concerns over domestic market volatility and is considering diversifying his portfolio with international investments. The advisor emphasized that global asset allocation could potentially enhance returns while managing risk through diversification.

To illustrate this point, the advisor discussed the correlation between various asset classes across different geographic regions. He suggested that by investing globally, the client could increase the efficiency of his portfolio's risk-return profile. However, the client is uncertain about the drawbacks of increasing foreign exposure.

Which of the following statements best captures the value of global asset integration for the client's portfolio?