The correct answer is A. they are synonyms.
Synonyms are words which have the same meaning - wary and hesitant both refer to caution, which means they have the same or similar meanings, which makes them synonyms.
Antonyms have the opposite meaning (love and hate); homonyms are words which are written the same, but don't have the same meanings (bear (an animal) and to bear (to endure)); homophones are words which are read the same (two and too).