I think it is a or maybe b because when you write a sentence with quotation marks, it is supposed to have a comma, then the quotation marks. Like this, Roger's teacher told him straight out, "Don't come back to class until all of your work is done." Other than that, I don't have a specific answer, sorry.
B is definitely the best answer. It's a weird way to use a colon, but all the other choices are just totally wrong. A would need punctuation before the quotation. C has a colon just hanging out in the middle doing nothing. Same with D.
