The correct option is
C They all possess dorsal heart
Nereis: Phylum-Annelida, possess setae and parapodia for locomotion, Possess dorsal heart, it is mostly marine.
Scorpion: Phylum-Arthropoda, possess jointed appendages for locomotion, possess dorsal heart, it mostly lives in the desert and semi-arid regions.
Cockroach: Phylum-Arthropoda, possess jointed appendages for locomotion, possess dorsal heart, it mostly lives on land and is nocturnal.
Silverfish: Phylum: Arthropoda, possess jointed appendages for locomotion and dorsal heart, it mostly lives on land.
So, the correct answer is 'They all possess dorsal heart'.