At the performance tonight, I am going to perform a jazz piece that I choreographed myself.
Myself belongs to the family of the objective pronouns along with yourself, himself, herself, ourselves and themselves. They are object pronouns that are used when the subject and the object are the same noun. In this case the subject is I so that the correct reflexive pronoun that collocates with that subject is undoubtedly myself.
The correct answer in the space provided is letter A, a monologue. The monologue is suitable in the statement above for a monologue speaks for the person who has been delivering his or her sentences with a long speech that will be suitable for the theme or for the audience who seeks.