Final answer:
The correct punctuation for the sentence is option A, which includes the correct use of both a period and a question mark due to the direct quote ending in a statement and the overall sentence being a question.
Step-by-step explanation:
The correct way to punctuate the sentence is option A: "Does Coach Marshall always say to his players, 'You must work harder.'?" In this sentence, the direct quote from Coach Marshall is 'You must work harder.' Since this is a statement, it should end with a period. Then, because the overall sentence is a question, you add a question mark outside of the quotation marks.