Everyone agreed that Answer: D is one of the correct answer. So, let's leave this.
Option:B VPC Flow Logs (This is reactive method. i.e. If someone scanned, then you will get the details in VPC flow logs and you can write custom lambda and do action). This will work for sure. https://blog.runpanther.io/aws-security-logging-vpc-flow-logs/
Option:E AWS Inspector (Pro-active method. This also work. Inspector analyzing the VPC SG, NACL and etc., configuration and will tell you the security issues proactively. I will definitely use this). https://aws.amazon.com/blogs/security/amazon-inspector-assess-network-exposure-ec2-instances-aws-network-reachability-assessments/
So, after reading the question, they were asking 'Alert if someone scanned', so my answer would be "VPC Flow logs" (From exam point of view).