If you are familiar with certain Pythagorean triples and other triangle relationships, you can eliminate the first three possibilities easily.
A. You know that 3, 4, 5 is a right triangle, so 3, 4, 7 cannot be
B. You know that 9, 40, 41 is a right triangle, so 9, 40, 42 cannot be
C. You know that 8, 8√3, 16 is a right triangle, so 8, 15, 16 cannot be
D. 20² +21² = 400 +441 = 841 = 29²
The appropriate choice is ...
D. 20, 21, and 29