Answer: State Police
Explanation: Under most circumstances, the Federal Bureau of Investigations does not have the authority to intervene with state affairs unless they are fulfilling their investigative duties (which they are not in this example). The police department in the state capital is a municipal/local police department that does not have state-level authority, as well as a county sheriff's office. The ultimate law enforcement agency within a state would be the department of law enforcement (or equivalent) or the state patrol. Since the department of law enforcement is not an option, it has to be the state police.
Further Explanation: States have their own constitution that dictates what the responsibility of each government department or agency is. A majority of the time, the state police department is the highest law enforcement authority, and may also be responsible for certifying officers of the state.