Which of the following statements is correct?

		A) As the volatility of the stock price increases (all else remaining unchanged), both European calls and puts become less valuable.
		B) The seller of an option can choose whether to post a margin or not.
		C) Consider a call and a put which are both written on the same asset, and have the same strike price and the same time-to-maturity. It is possible for the call and the put to be out-of-the-money at the same time.
		D) The intrinsic value of a European option is the value it would have if the time-to-maturity was zero.

Please explain and justify your choice using your own words.