The minimum value for a European-style call option, $c_T$, is given by:

\max[0,\ S_T - X / (1 + R_F)^T] = \max[0,\ 86 - 80 / (1.03)^{3/12}] = \`$6.59`

An American-style call option must be worth at least as much as an otherwise identical European-style call option and has the same minimum value. Note that this fact alone limits the possible correct responses to Choices A and D. Since the American-style call is in-the-money and therefore must be worth more than the $6 difference between the strike price and the stock price, you can eliminate Choice A and select Choice D without calculating the exact minimum value.