The correct option is B No, due to lack of pigmentation, they appear pink.
Despite the name "white elephant" in English and other European and Asian languages, a white elephant is not literally white in colour. It is an albino of the same species. An albino is one that does not have the pigment known as melanin in its skin. Their skin may be reddish or pink and they may have certain visible features (such as fair eyelashes and toenails and light-coloured hair).
Fun Fact: A fully albino (white) elephant has not been observed yet though partially albino elephant is sometimes passed as a white elephant. The people of Burma and Thailand revere such elephants as divine creatures.