Sentence fragments are groups of words which are similar to a sentence, but in fact they are not; they are just "fragments". It is possible to confuse a sentence fragment with a complete sentence since it begins with a capital letter and ends with a period. However, a sentence fragment does not have an independent clause; i.e. it does not possess a subject and a verb and it cannot stand on its own.
Option "B" contains a sentence fragment:
The State Department has advised against travel in that country. Citing widespread anti-American sentiment.