To answer this question, we have here two independent events. The occurrence of one event does not affect the occurrence of the other.
Since we have to roll a four two times in a row, we have:
The probability of roll a four is:

Since we have 6 possibilities in this case: 1, 2, 3, 4, 5, 6, and one to get a four.
Then, since we to roll a four with a single die two times in a row, we have:

In summary, therefore, the answer is 1/36 (option C).