The correct option is
A Which
The given sentence is a complex sentence which is made up of two sentences. 'This is a bank'. 'The bank was robbed yesterday'. The two sentences have been combined using a relative pronoun, that works as a conjunction.
All the options given are relative pronouns that work as conjunctions. In the given sentence, the pronoun qualifies the noun 'bank'.
'Which' is used to refer to a non-living thing or animal or an idea. 'Bank' is a common noun, which is a non-living thing. Hence, this is the most appropriate relative pronoun to be used. Option A is correct.
'Whose' is a relative pronoun in genitive/possessive case. It indicates possession/ ownership/ relationship between two or more people or things. There is no reference to ownership of anything/ relationship of the bank with any other noun in the given sentence. Hence, option B is incorrect.
'Who' is used to refer to people or a person in the nominative case. 'Whom' is used when the noun referred to is a person and is the object of the verb (accusative case). In the given sentence, the noun, 'bank' is a non-living thing, not a person. Hence, options C and D are incorrect.