The correct option is C noun clause
A clause is a part of a larger sentence containing a subject and a predicate of its own.
A Principal Clause is an independent clause which can exist even without a subordinate clause. A Subordinate Clause is called a dependent clause because it cannot exist without the help of the principal clause. It begins with a subordinating conjunction.
In this sentence, 'He replied' is the principal clause and 'that he would come' is the subordinate clause.
The subordinate clause acts as the object of the verb 'replied' in the principal clause, thereby acting as a noun. Hence, it is a subordinate noun clause. Thus Option C becomes correct and the other three options cancel out.