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Hello, I'd like to help.
The correct answer is A) This is normal behavior, you were foolish to keep the pen visible.
Nonhuman primates in general, not just rheusus monkeys, would be naturally drawn to a shiny pen and would have no qualms about trying to take it from you. It is best not to give animals a chance to misbehave. It is better to prevent inappropriate behavior and "correction" is not an appropriate training method. They respond much better to positive reinforcement.