The correct option is
A Who
The correct answer is Option A.
We are to choose the correct interrogative word from the given options.
Option A- WHO is used when the subject of inquiry is a person.
Option B -WHY is used for interrogation when one wants to know the reason.
Option C- WHERE is used when one wants to inquire about a place.
Option D-WHAT is used to inquire about specific information.
In the given sentence the speaker wishes to know which person has taken his pen.
Thus according to the explanation of the various interrogative words given above Options B, C and D have to be ruled out as the correct answer since they are used for interrogation of reason, place, and information respectively. Option A is used for interrogation when one wishes to know which person.
Hence Option A is the correct answer.