The correct option is A That, nothing
Demonstrative pronouns are used to point out a near or far object within the sentence, such as this, these, that, those. In this sentence, 'that' is a demonstrative pronoun referring to the reports. An Indefinite Pronoun is used to show a vague reference, They are not of a definite count or specific kind. Examples of indefinite pronouns are; several, any, many, anybody etc. Hence, in this sentence, 'nothing' is an Indefinite Pronoun. Thereby, Option D is the correct answer. 'At least' is a phrase meaning 'at the minimum'. 'Is' is a third person singular present verb of 'be'. Hence, Option A is incorrect.