The correct option is A steel
The walls of a nuclear reactor should be made of a material strong enough to stop the harmful radiation from escaping out. Steel, concrete, and lead are some of the materials that can stop most types of radiation like α and β. So, steel can be used to make the walls of a nuclear reactor.
However, carbon and aluminium cannot stop the radiation and cannot be used. Gold can stop the radiation to a certain extent, but is highly expensive to be used as a material of the walls, and hence, is not practically feasible.