An <em>understatement </em>is a form of speech which delivers expressions of lesser intensity compared to what truly lies in the speaker's mind. This is a way to create irony by hiding a thought.
In this example, the speaker hides the true nature of their mood - which is misery - by claiming to be just "sad". Therefore, this expression can be considered an understatement.
The correct answer is A. both connotative and denotative.
There will be a lot of words where the denotative meaning should actually be ignored and the connotative observed, but that does not mean that both are not present.
