The correct option is
D must
The correct answer is Option C.
MUST expresses compulsion.
In the given sentence, it is compulsory for the person spoken to give it back before he/she goes.
Thus MUST is the correct answer.
The remaining options are incorrect because:
MIGHT expresses possibility or is used to ask/grant for permission.
COULDN'T expresses inability.
NEED expresses compulsion, but the correct answer for the given sentence would be NEED TO.
HAD TO is the past tense, the sentence is in the present tense.