The right answer is b. dicen
This sentence stands for Indirect Object Pronouns. An Indirect Object Pronoun (un pronombre de objeto indirecto) is a person that receives the action of a verb indirectly. It tells us to whom or for whom something is done. In this exercise, that indirect object pronoun is nos, standing for the first-person plural.
There are two places where indirect object pronouns can be placed:
1. Before a conjugated verb.
2. Attached to the end of the verb. This is only true if the verb is not conjugated, such as infinitives or gerunds or if the verb is an affirmative informal command.
In this exercise, we use the form 1. Therefore:
Los animadores nos dicen que somos el mejor equipo.