Final answer:
The incorrect statement indicating a need for further instruction is "I should perform my exercise at peak insulin time," as exercising at this time can lead to hypoglycemia due to the increased action of insulin and physical activity together.
Step-by-step explanation:
The statement by the client that indicates a need for further instruction about diabetes mellitus, exercise, and insulin administration is: "I should perform my exercise at peak insulin time." This assertion is incorrect because exercising during peak insulin time can increase the risk of hypoglycemia, as the exercise and the insulin may coincide to lower blood glucose levels too much.
Proper education entails understanding that one should avoid excessive physical activity during the times when insulin is most active in the body. Additionally, it is important for diabetic individuals to carry a quick-acting carbohydrate during exercise, wear a Medic-Alert bracelet, and avoid exercising when a hypoglycemic reaction is likely to occur, which are statements B, C, and D respectively, indicating a correct understanding of diabetes self-care.