Styling in submenu: get rid of lines underneath each item

I am creating a vertical menu with submenus. There are lines underneath each item on the submenu which I can't get rid of (see screenshot).

I presume it's a setting in the styles that I need to adjust. I can find a setting for the borders of the whole menu, but not of the individual items.

Any help would be appreciated!

Thank you!

Hi
check in the module options >> style >> theme >> set it on "blank" and tel me if it works
CEd

Thank you for the reply, CEd!

Unfortunately that doesn't work.

then give me the url of the page to check that

Here it is:

j4test.imago-education.com/cie-as-level/...mpleting-square.html

please go in the module >> style >> use compile css >> NO
then tell me