The answer is the first option, "We have been chosen."
The present perfect tense is characterized by the usage of the words "have [verbed/verben, etc.]." However, since this sentence must also be in the passive voice, we must act accordingly. Instead of "We have chosen," the sentence now reads as "We have <em>been</em> chosen." Hope I could <em>have been</em> of assistance!(See what I did there?)