From the diagram you can see that plane cuts each lateral face of hexagonal pyramid and do not cut the base. A hexagonal pyramid has six lateral faces. The intersection of each of these lateral faces with given cutting plane is segment. The figure which consists of these segments is hexagon. This hexagon is not the same as base and even is not similar to the base because the cutting plane is not parallel to the base.
Answer: resulting cross section is a hexagon, correct choice is option 4.
Cutting a hexagonal pyramid by a plane parallel to the base would result to a cross section with a shape of hexagon which would be same with its base. A cross section is a plane that results from cutting an object using a plane.