Consider the parabola $~y=a~x^2~$.
All parabolas can be rotated and translated to arrive at this form. Hence this equation covers all possible parabolas in the $2$D plane for the purpose of this problem.
Now, for a straight line to exist, we should be able to find a point where $~\frac{dy}{dx}~$ does not change.
But, $~\frac{dy}{dx}=2ax~$
The derivative is different for all points on the parabola since it is dependent on $~x~$ and there is only one $~y~$ for each $~x~$.
So we can conclude that the statement is false.
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see https://www.quora.com/How-do-you-prove-that-there-are-no-straight-lines-in-a-parabola