Hello!
I believe the correct answers for this question would be: A. How to dance Gracefully, and D. How the baby sleeps with all the noise. Here is how they would all look:
How to dance gracefully is a mystery.
Where driving is a mystery.
Under the sun is a mystery.
How the baby sleeps with all the noise is a mystery.
So, judging by these sentences, I feel those two would only be the appropriate choice.
I really hope this helped you out! :)