The correct answer is: Ellas me dan las fotografías a mí. The "me" after "ellas" indicate that I'm talking about myself. The first option, "a ellas", indicates that the pictures are given to someone else. The same happens with the other options. "A ti" means "to you", and "a los amigos" means "to the friends". That's why the only possible answer is the last one. It means "They give the photographs to me".
