I believe the answer is a. thick layer of blubber
Mammal is an warm-blooded animal that need to keep their body warm. Organ that could insulate the heat would be beneficial to keep the temperature, like layer of fat or thick fur. The example of marine mammals would be dolphin, whale, sea lion and polar bear. Thick fur will not give much benefit for mammals in water, so only polar bear have thick fur. But all of them has thick layer of blubber, so option A will be the most appropriate.