Will Unit Test add value to this DAL provider example beyond the integration test?

Question

public List<int> GetPortfolioList()
{
    using (var connection = new SqlConnection("<connectionString>"))
    using (var command = new SqlCommand("SELECT * FROM Portfolio", connection))
    {
        connection.Open();
        var portfolioTable = SqlHelper.GetDataTable(command);
        var portfolios = from DataRow row
                            in portfolioTable.Rows
                            select int.Parse(row["Portfolio"].ToString());

        return portfolios.ToList();
    }
}

Take this method in the SQL DAL provider to get a list of portfolios as the name (and code) suggests. Since the database table for integration testing contains a fairly static data set, we can argue against several expectations. for example, the Portfolio List will: - not be empty - contain certain known values ​​- do not contain duplicates

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e: The exceptional cases mentioned above in MathewMartin would be the only things that I would consider appropriate in this scenario.