The correct option is B Wuchereria bancrofti
The pseudocoelom is a fluid-filled body cavity lying inside the external body wall of the organism, which is not lined with the mesoderm layer. It is the characteristic feature of the animals under phylum Nematoda or Aschelminthes. Wuchereria bancroftii is a roundworm belong to the Nematoda and so has the pseudocoelom.
Thus, the correct answer is option B.