My friend thinks we're closer than we actually are. What should I do?

So, I have this friend that I met in college a few years ago. He's really sweet, and I think he's a great friend. But, despite that we only see each other maybe twice a year (we live 800 miles apart) and only talk on the phone once in a blue moon, he thinks we're as close as two people could be. As a... show more So, I have this friend that I met in college a few years ago. He's really sweet, and I think he's a great friend. But, despite that we only see each other maybe twice a year (we live 800 miles apart) and only talk on the phone once in a blue moon, he thinks we're as close as two people could be. As a matter of fact, he's in love with me, and goes on these emotional tangents about his feelings for me and how close he thinks we are every time he talks to me. It's getting to a point where I dread seeing him and dread picking up the phone when he calls. This has been going on for a few years now. And I have made it clear to him that I am only interested in friendship, but he still goes on these emotional spills about his feelings when he talks to me. I also might want to mention he's a little "slow". So that might have something to do with his repeated emotional spills.

Again, I think he's very sweet, but I just don't return his feelings. And I don't want to cut off the friendship because 1) He's a good friend and 2) I'm worried he might harm himself (he feels that deeply for me. As a matter of fact he indicated to me that he'd hurt himself if we were to stop being friends). But we can't go on like this. What can I do?
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