Use the Equation for the Question(s) Below

Use the equation for the question(s) below.
Consider the following regression model:

-Which of the following statements is false?

A) A portfolio that costs nothing to construct is called a self-financing portfolio.
B) The most obvious portfolio to use in a multifactor model is the market portfolio itself.
C) In general, a self-financing portfolio is any portfolio with portfolio weights that sum to one rather than zero.
D) We can construct a self-financing portfolio by going long some stocks, and going short other stocks with equal market value.