The correct option is A Milk
Humans have been cultivating chillies for 6000 years, but we are still learning new things about the science behind the effects and how they react with our body.
In the late 1990s, scientists identified that in humans the nerve cells responsible for pain can detect capsaicin: the chemical in chillies responsible for most of the burn.
The nerve cells that have the receptor to detect capsaicin, some of them also sense changes in temperature. So when they're activated, they tell the brain there is a hot stimulus and it actually feels like your mouth is burning.
The capsaicin compound is hydrophobic, meaning it doesn't dissolve in water but readily dissolves in fats and oils. And this explains why full-cream milk, and not water, is the traditional choice for quelling the fire in your mouth.