The answer is the first option. Gas burning in an engine is an example of a chemical change. Chemical change is a change where the substance changes in identity or form new substances after undergoing a process. In this case, the gas reacts with oxygen forming combustion products, commonly carbon dioxide and water.
I believe the correct answer is C. The amount of catalyst is the same at the end as at the beginning of the reaction. Catalysts can't be consumed by the reaction thus is not D.