Arthropods are insects, spiders, scorpions, centipedes, crabs, etc. All of them presents sense organs (like eyes), as well as segmented worms (like sensory organs for taste). Therefore, d is incorrect.
Arthropods have hard outer shells but segmented worms don't. Therefore, b is wrong too.
Neither arthropods nor segmented worms have bones. Arthropods have only exoskeleton. So c is incorrect as well.
Both arthropods and segmented worms have segmented bodies, as it is clearly seen in many species. Therefore, the correct answer is a. They both have segmented bodies during some stage of their life.