Answer: B. "I have thee not, and yet I see thee still."
Explanation: Look at the context here.
Choice A talks about the dagger that he's looking at. All he's telling the audience is that he sees a dagger. Whoopee, right? How do we know that it's an illusion? We don't. It's just a dagger.
Choice C talks about Macbeth trying to grab the dagger. Again, this is just some of his inward thought. OK, he's trying to get the dagger. Nothing here about an illusion.
Choice D is more about foreshadowing than illusion. The handle is turned toward Macbeth, showing that he used/is going to use the dagger (metaphorically). Not an illusion.
Choice B is what you're looking for. He says, "Hey, wait a second! I couldn't grab you, but you're still here for some reason??!" He can see it, but he can't touch it. That's a definite illusion.