Ok this is the opener to season four, I say that he was lying about it. i tell you my reasons. In Season 3 jackie jr., and his friend took Ralph C's advice, and robbed the card game. Afterwards, Chris was furious with tony, because he wasn't making a move on Jack Jr. The bad feeling chris were having spilled over and he told Tony "I' Love'd you." To which Tony replied the famous Line,"Well if you don't love me anymore, and that breaks my heart, but you don't have to Love me, but you will respect me."
After Ralph had Jackie Jr killed Chris tries to apoligize to Tony, and Tony is very non Challant about it. Well in the opener to season 4 Chris is still feeling like Tony is un-happy with him, and he and Tony Aren't acting as they did before. Tony uses this Cop he needed killed to bring him and christopher Closer together, not because he need to have Chris Feel like they were Close again, but because this is when tony Starts to talk to malfi about Making Chris's role in the Family More important. He is grooming Chris, and this offering of "who killed your Dad" was to solidify Chris's loyalty to tony after the Jackie Jr Incident.