In these excellent notes by Pete L. Clark, it is claimed that if $f(n)$ is a multiplicative function, then $F(n) = \sum_{d|n} f(d)$ is multiplicative as well. I understand the proof of this statement, however it is also said that this does not hold true for completely multiplicative functions. Why, in general, does the relation not preserve completely multiplicative functions? I tried to begin by assuming that $(m,n) = d$ and to derive a contradiction for $F(m) * F(n)$, but I was unable to.
Thanks!
The question is whether $F(p^{a+b})=F(p^a)F(p^b)$ holds for primes $p$, where $F(n)=\sum_{d\mid n}f(d)$ and $f$ itself is completely multiplicative. As a special case, we should have $F(p^2)=F(p)^2$. If we write out $f(1)=1$ and $f(p)=x$ (for some particular $p$) this condition reads
$$ 1+x+x^2=(1+x)^2.$$
If $x\ne0$ the above equation is false, so if any $f(p)$ is nonzero then $F$ cannot be completely multiplicative. Indeed, this shows the only completely multiplicative $f$ for which $F$ is also completely multiplicative is $f=\delta_1(n)$ (which is $1$ if $n=1$ and $0$ otherwise).