The answer to: ¿En qué piensas, Emily? is: Pienso en viajar a Argentina. This means, "What are you thinking about, Emily?". And the answer is "I'm thinking about traveling to Argentina". The options with the verb "creo" are incorrect because that verb means "I believe" which is not a suitable answer for the question Emily is being asked. And the option that says "pienso que viajar" is grammatically incorrect.
though there isnt any bolded words in you question i assume you mean “mi amigo juan y yo” in english thats my friend juan and I, which could be replaced by we. We in spanish is nosotros.