You should have included one more option choice, "All of the above!"

The answer dependes on space and time. For example, in Iran, I say I am a Muslim for the obvious reason that non-Muslims would be beaten to death!

In a group of Christians, I would declare myslef Christian to have them have mercy on me!

In a Jewish gathering, I would state that my ancestors were Jewish from Yazd to get them trust me!

And the the story goes on and on....

Let's face it, I am an Iranian with multiple facades!!!!!

If you ever come across an Iranian with only one true facade please send my regards to him/her!

Our secret of survival namely Taqiyya (dissimulation) became our worst enemy. We imploded. 

Dear inspector

You are so wrong.