The correct option is D AZY
During gamma decay, the nucleus goes from a higher to lower energy state. If this doesn't make sense to you, back up a step, take a deep breath, and recall; the nucleus exists in discrete energy states or levels, like electrons. And, therefore, like when electrons go from higher to lower states, they emit photons (or electromagnetic waves, remember dual nature!), so does the nucleus! And, as the energy difference between the states is large for the nucleus, the electromagnetic waves emitted have high energy, which corresponds to the gamma ray end of the spectrum. And, as these photons are massless particles, there is no change in the atomic number or atomic mass of the nucleus.