Hey there!
The second option is OUT!
The reason why I say this would be because when someone is getting ready to speak, the sentence need to have quotation marks, and the second option, which is D, does not have quotation marks,So that's out for sure!
B is wrong because when saying "she said get away from me". It was spelled just with not quotation marks. and not "'. This is why.
But, after looking at there other options, your correct answer would actually be Sobbing, Jenny ran up to her father. "Daddy! Amelia is so mean. She said, 'Get away from me!' "
This would be because they has ' ' inside of the "". This is why.
Your correct answer is (c)
Hope this helps.
~Jurgen