it is: Se les compraron.
*I added the last part of the sentence in parentheses so you can see which option it goes with better.
Se les compraron(un regalo para ellos)
^this is the correct answer.
Se lo compraron(un regalo para ellos)
^this would be used if you were saying that one person bought a present for more than one person. but in the sentence that they are asking more than one person bought a present for more than one person
Los lo compraron(un regala para ellos)
^makes absolutely no sense.
hope this helps :)