The correct option is
A Yolk sac
Yolk sac is the first structure seen at around three days of gestation. It is very important for early embryonic development as this yolk sac acts as the primitive circulatory system and is eventually absorbed into the gut of the embryo.
The primitive gut tube is derived from yolk sac, is integrated into the body of the embryo during folding of the embryo during the fourth week.
So, the correct option is 'Yolk sac'.