Identify the one false statement about a currency option with a strike price of EUR$/$USD

$1\mathrm{.}00$:

$($a$)$ A long call on the EUR$/$USD exchange rate can be used to hedge a future cash

inflow in USD.

$($b$)$ You will lose money at expiration if the option is a call, you are short the call and

the EUR$/$USD spot rate is $1\mathrm{.}10.$

$($c$)$ The option is said to be in the money if it is a call and the EUR$/$USD spot rate is

$1\mathrm{.}10.$

$($d$)$ Combining a short put and a long call replicates the payoff of a forward purchase.

$($e$)$ The underlying is the exchange rate between the Euro and the US dollar.