B. There is something that they do not understand in that part.
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Answer:
I would go with option A or D.
Explanation:
To be honest, the both generally say the same thing. Best you make your judgment from there. Sorry I couldn't be of more help.
I believe that the best answer for this question is an adjectival prepositional phrase because it describes a noun. It modifies the words "a pygmy hippo," which is the subject of the sentence and therefore a noun. Adjectival prepositional phrases modify nouns, while adverbial prepositional phrases modify verbs, adverbs, or adjectives. Hope this helps.