[dba-SQLServer] sp_configure question

I'm trying to read the cursor threshold value using sp_configure, but I get
an error on the following:
 
EXEC sp_configure 'cursor threshold'
 
Although, it's listed in Help, I can't seem to get a read of the value. The
error says it doesn't exist or that it's an advanced option. I'm using
Express and Management Studio, so it's possible that I just can't do this
with Express, but I can't find any documentation warning me of that. 
 
Susan H.