Assume the current spot Euro is $1.1/€ and the six-month European put option has a striking price of $1.15/€. Assume the option premium is $0.02/€. If at the due date, the option is at the money, which of the following is not true? Group of answer choices  

A. The value of the Euro at the due date is $1.15/€.        

B. You will be indifferent with whether to exercise the option or not.        

C. The option incurs a loss for the option seller at this price.