The correct option is
A Fail
To 'let down' someone means to cause someone to be disappointed, often because you have failed to do what you promised; to have failed at something. Therefore option A 'fail' is the most suitable answer out of the given options.
Options B, C and D are incorrect because 'comfort' means a pleasant feeling of being relaxed and free from pain, 'succeed' means to achieve something and 'stand by' means to show that you still believe or support something.
Option E is incorrect because the correct answer has already been chosen.