What Happens When the Volatility Is Zero in the Black-Scholes-Merton

Multiple Choice

What happens when the volatility is zero in the Black-Scholes-Merton model?

A) the option price converges to either zero or the lower bound
B) the option price converges to the intrinsic value
C) the option automatically expires out of the money
D) the gamma and delta converge
E) none of the above