Hello! Judging by these choices you have provided, the second answer choice is incorrect because the second part of the name "King Kong" is not capitalized, it is a name which needs to be capitalized. The third option is good except "game" is capitalized for no reason as it is not a proper noun and it is not after a period. So that leaves you with your answer!
I hope this helped!
I am, yours most sincerely,
Joshua A. Bunn