Which large body of water separates the continents of Europe and Africa?

• The Baltic Sea is located in Northern Europe.
• The Caribbean Sea is located between North and South America.
• The Mediterranean Sea is located between Europe, Africa, and Asia.
• The Red Sea is located between Africa and Asia.

The Mediterranean Sea is the body of water that lies directly between the continents of Europe to the north and Africa to the south.

The correct answer is C.
$\boxed{\text{C. The Mediterranean Sea}}$