Answer: A. Cylinder
The square must be on the y axis in some way, and the square must be oriented such that its sides are parallel to the x and y axis. Rotating said square around the y axis will form a cylinder. Think of a revolving door. The door is the square while it sweeps out a 3D cylinder shape/space as it rotates around. Another example would be a fan or turbine that rotates in a similar fashion.