A Shell Is Launched from a Cannon and Explodes Mid-Air

A shell is launched from a cannon and explodes mid-air.Which of the following is correct after the explosion?

A) Since the explosion exerts external forces on the shell, neither its horizontal momentum nor its vertical momentum is conserved.
B) Since the explosion exerts only internal forces on the shell, both its horizontal and vertical momenta are conserved.
C) Since the explosion exerts only internal forces on the shell, but gravity is an external force, neither its horizontal momentum nor its vertical momentum is conserved.
D) Since the explosion exerts only internal forces on the shell, but gravity is an external force, its horizontal momentum is conserved but its vertical momentum is not conserved.
E) Since the explosion exerts only internal forces on the shell, but gravity is an external force, its vertical momentum is conserved but its horizontal momentum is not conserved.