Answer:
Sheep, goats, antelopes, and deer are all members of the Order Artiodactyla, which is also known as even-toed ungulates. However, the deer branched off and evolved separately from sheep, goats, and antelopes. Deers are member of the family Cervidae, whereas sheep, goats and antelopes are from family Bovidae.
Therefore, these animals did not evolve from a common ancestor that has horns. Instead, they all evolved from a hoofed mammal. Moreover, the deer evolved from a cervid that has antlers, whereas, sheep, goats, and antelopes evolved from a bovid that has horns.