Correct Answer: At a loss or perplexed

Solution : The correct choice is the third option.

Explanation : The idiomatic expression at sea is used to describe a state of confusion or being perplexed. It is not meant to be taken literally, referring to the condition of being lost or adrift in the ocean. Instead, it signifies a sense of being uncertain, bewildered, or not knowing what to do in a particular situation. This idiom is commonly used to express a lack of direction or understanding.

Therefore, the right answer is, at a loss or perplexed.