yes why not .
$L(e)=\left \{ \epsilon \right \}$.
The corresponding regular expression is = $\epsilon$ .
Here $L(e)$ is not empty but finite with a string of $0$ length .
Complement of $L(e)$=$(a+b)^{+}$ assuming $\sum =\left \{ a,b \right \}$ which is infinite not empty . so option C is also false .
Option D is also false as $L(e)$ is finite .