Jake has found a correlation between the amount of time he spends exercising every day and the number of hours he sleeps at night. The more he exercises, the longer he sleeps. However, his psychology instructor explained to him that correlation does not mean causation. This means that Multiple Choice by itself, the correlation doesn't say if more exercise causes longer sleep. the correlation isn't real because they can't explain why it is happening

Causation at its simplest definition refers to determining the cause or reason for some sort of phenomenon. However, many people hear reports on the news and the Internet that contain correlations rather than causation.
A correlation is simply a recognized relationship between two things or events, but it does not imply causation. Rather, in cases of correlation, one thing or event predicts another. For example, there has been a correlation found between gun ownership and homicide rates; areas in America that have high rates of gun ownership tend to have higher-than-average rates of homicide.
Hence, the right option is "by itself, the correlation doesn't say if more exercise causes longer sleep".