Lying to the investigator is worse. Ultimately getting a clearance depends on a judgement call from several people. Answering truthfully to a very open ended question like that is not necessarily a dealbreaker.

More targeted followup questions may be worse. Stuff like acting on impulses, doing stuff that you could be blackmailed for, seeking out materials, etc...

People see questions on the forms and think that answering yes anywhere means no job, but what they really want to know is if someone can get leverage over you to betray their trust and if you can show a good level of judgement and maturity.