In metal carbonyls, ligand (CO) donates it's lone pair of electrons to the vacant orbitals of the iron atom and forms the sigma-bond. Since the iron atom also possesses some electrons in it's d-orbitals, it back donates those electrons to the molecular orbitals of the ligand forming a π-bond.
Thus, Fe-C bond has both σ and π characteristics.
Hence, option (d) is correct.