What can you say about $\int_0^t f(s)\,\mathrm{d}W_s$ for a deterministic, square-integrable $f$?

1. AIt is a mean-zero martingale, normally distributed with variance $\int_0^t f^2\,\mathrm{d}s$
2. BIt is normally distributed with variance $\left(\int_0^t f\,\mathrm{d}s\right)^2$
3. CIt has the same distribution as $f(t)W_t$
4. DIt is a martingale but not normally distributed