The correct option is A to go
The infinitive verb is a verb with the word 'to' in front of it. This verb is always just a verb. There is no - ed, no - ing, no - s at the end of the verb. To-infinitive is used with adjectives. 'Expensive' is adjective in the given sentence. Thus, options B, C and D are wrong according to the rule. The correct option is A since 'to' is in front of the verb 'go' and is used with an adjective.