Answer: work must be done on the system (Option A)
Explanation:
The second law of thermodynamics is the fundamental law of nature; it states that energy can be transferred from cold objects to hot objects only, if work is done on the system. If energy is added to the system then as a result the thermal energy would increase. Second law of thermodynamics is used to determine whether a process is spontaneous or not. Moreover,the second law of thermodynamics is also used in refrigerators.
To solve this problem it is necessary to apply the concepts related to Newton's second Law and the force of friction. According to Newton, the Force is defined as
F = ma
Where,
m= Mass
a = Acceleration
At the same time the frictional force can be defined as,

Where,
Frictional coefficient
N = Normal force (mass*gravity)
Our values are given as,

By condition of Balance the friction force must be equal to the total net force, that is to say



Re-arrange to find acceleration,



Therefore the acceleration the horse can give is 
They will rise to the 2nd layer of the atmosphere where the temperature decreases by a lot and then they will blow up