If We Use the Black-Scholes Model for Bond Options,then We

If we use the Black-Scholes model for bond options,then we assume that bond prices are lognormal,as the underlying asset in the Black-Scholes model is assumed to have a lognormal distribution.Which of the following is not a consequence of this assumption?

A) Bond prices are non-negative.
B) Interest rates are non-negative.
C) Bond prices are positively skewed.
D) Interest rates are not skewed.