The answer is C: Complex
A Compound sentence unites two or more independent clauses using a coordenator (for, so, and etc). A Complex sentence has one independent clause and one or more dependent clauses. And a Compound-Complex unites a Compound sentence with a Complex Sentence.
Since marathons are a challenge for me, (dependente clause)
I signed up to run two races (independent clause)
so that I can prove to myself I can do it. (dependent clause)