Correct option is B
The segment that contains a grammatical error is option (b) "at five on the morning".
The error is in the use of the preposition "on" instead of "in". "In" is used to refer to a particular time of day, while "on" is used to refer to days or dates.
Since we are referring to a specific time of day (five o'clock in the morning), "in" should be used instead of "on".
So, the corrected sentence would be:
"They will go to bed early since they have to get up at five in the morning."