Use the Table for the Question(s)below

Use the table for the question(s) below.
Consider the following expected returns,volatilities,and correlations:
-Which of the following statements is FALSE?

A) The Sharpe ratio measures the ratio of volatility-to-reward provided by a portfolio.
B) Borrowing money to invest in stocks is referred to as buying stocks on margin.
C) The Sharpe ratio is the number of stand deviations the portfolio's return would have to fall to under-perform the risk-free investment.
D) The slope of the line through a given portfolio is often referred to as the Sharpe ratio of the portfolio.