In spherical coordinates, the ϕ represents the angle between (the line segment between the origin and a point) and the x-y plane.
If ϕ=c, that means the angle ϕ is constant. Construct a line L such that the angle between L and the x-y plane is ϕ, then revolve it around the z-axis. For any line segment L0 in the resulting figure, the angle between L0 and x-y plane is ϕ. Therefore the resulting figure is a cone.
Therefore the answer is (F).