"Creating fear in us" is a gerund verbal phrase. Option A is correct.
A gerund phrase always begin with a gerund,(an ing word), and may include other modifiers and/or objects. Gerund phrases always function as nouns, so they will be subjects, subject complements, or objects in the sentence. So, to put it simply, a gerund is a noun formed with a verb ending in ing. In this particular case the gerung in the sentence is the verb "creating;"(create+ing).
Alright, so amongst starters, you have a few you can use to show you'll have evidence:
According to text
According to the passage
According to the information provided
As the information shows
As the text mentioned, (include direct quote here)
Based on the information in the passage/text, (include reasoning here)
Etc. There are quite a few options, really, these are just a few. Based on whatever you are providing the information ON, the words information, text, and passage can be changed to suit your needs, such as article, newspaper, website, etc.