The correct answer is - b. pull over to the closest edge of the road.
When there's a warning signal from an emergency vehicle the driver should pull over to the closest edge of the road. There's multiple emergency vehicles, with multiple different purposes, so the reasons for pulling over to the closest edge and opening the road to those vehicles can be for multiple reasons.
We can take the ambulance vehicles and the police vehicles for example. Moving away from the road for an ambulance vehicle is a humane reaction, as we are aware that someone's life is in danger, so every second can be crucial. On the other side, moving away for a police vehicle to pass by can mean that there's some criminal activity involved, maybe there's an ongoing pursuit, a robbery, hostages, maybe the driver himself in the situation is in danger, so it is crucial to free the road as quickly as possible.