The speed of sound depends on the density of the medium in which the sound travels. We know that solids are denser than liquids, liquids are denser than gases. This means that the speed of sound will be greater in solids than in liquids and similarly, the speed of sound is greater in liquids than in gases.
Now that we know this, we just need to remember that the speed of sound in a solid is given by:

where Y is Young's module and rho is the density. From this equation we notice that the velocity of sound in solids decreases as the density increase.
The density of steel is approximately 7.85 g/cm^3 and the density of lead is 11.35 g/cm^3; from this we conclude that the speed of sound is greater in steel than in lead.
Therefore, the answer is C