Let's look at each statement:
A. The setting of this story is good things can come, even in difficult situations. True. This is a message of hope we can draw from Leo's story.
B. This story is set in the future. False. Leo mentioned "American World War II pilot". It means that the story takes place in that period of time (in the past).
C. The setting of this story may affect the main character's values and actions. True. The pilot still found great joy with some local orphaned children after a hard experience. It means that the meeting has changed the main character.
D. This story does not have a geographical setting. False. Leo mentioned "on a remote jungle island near Japan."