Fill in the blank with the most appropriate word.
Arthur: I must finish that work today.
Arthur said he ________ finish the work that day.
The tense rule for changing direct speech into reported speech is that "must" in direct speech is converted to "had to" in reported speech.
"Had to" in option A follows the tense rule correctly. It converts "must" in direct speech to "had to" in reported speech. Thus, this is correct.
"Must" in option B is incorrect as only in case of universal truth does the tense of direct speech remains unchanged even if reporting verb is in the past. Thus, this is incorrect.
"Would" in option C is incorrect as 'will and shall' in direct speech are converted to 'would' in reported speech.
"Might" in option D is incorrect as 'may' in direct speech is converted to 'might' in reported speech.
Thus, option A is the correct answer.