The answer is A: swim.
They all like the beach, but none of them swim in the ocean. After none of + a plural word (none of the shops, none of them etc.) it's possible to use a singular or plural verb, but a plural verb is more usual. None of the shops were (or was) open. Also, none + of it's quite usual as a subject. B: past of swim is swam. C: past participle of swim is swum