The correct answer is answer A ("He conducted a raid in the state of New Mexico in 1916").
In March 9th of 1916, Pancho Villa led his guerilla in a raid on the small border town of Columbus, New Mexico in U.S. territory. The conflict escalated into a full blown battle between America's army and Villa's followers and ended with the biggest defeat suffered by the mexican revolutionary, in what came to be known as the Battle of Columbus.
United States' president Woodrow Wilson then ordered an official Punitive Expedition aiming to capture Villa in an invasion to Mexican territory. The attempt was unsuccesful and the army backed out due to diplomatic pressure and growing tensions of an impending First World War that would require all U.S. resources to be used on that front.
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