The correct option is A James is so arrogant that he would never ask for help.
A conjunction combines or connects two sentences as one. They can be a word or a phrase (like even if, as well as, etc). Correlative conjunctions are words in pairs that connect two sentences, but they're not written together, for example, either...or, but...and, such...that etc, where a word or phrase is in between the pair, (either rice or noodles). 'So that' and 'so...that' have different meanings. 'So that' refers to purpose, it expresses the reason for which an action is carried out, as in 'I left early so that I could attend the party'. The given sentence does not focus on purpose, but the result, 'so' emphasizes the quality of being arrogant, which results in "he would never ask for help". This can be seen in option A, hence it's correct. 'So that' in option B refers to a purpose, the sentence changes the meaning to 'for the purpose of not asking for help, James is arrogant', which isn't true, hence option B is incorrect. The construction of 'So arrogant James is' is incorrect, as a sentence of this type cannot begin with 'so', hence C is incorrect. 'That' in D functions as a demonstrative adjective, referring to James, whereas 'so...that' is supposed to focus on the effect of being arrogant. the order has also changed, where 'that' precedes 'so', making option D incorrect for these reasons.