What to reply a PhD supervisor who says my chances of getting selected in this scholarship program are not very high?
The professor is saying no. He is being polite about it, but he's saying he doesn't want you in his group. Arguing with him is not going to change that. (In fact it's more likely to solidify in his mind that you are a bad candidate, with poor social skills, who would be a poor fit in his program.) 

Look for somewhere else to go.