The correct option is C All belongs to class Insecta
Fly, mosquito, and cockroach all belong to the class Insecta. They are invertebrates within the arthropod phylum that have a chitinous exoskeleton, a three-part body, three pairs of jointed legs, compound eyes and one pair of antennae. The 13-chambered heart is found only in the cockroach. There are many variations in body parts especially wings in the class Insecta.
Therefore, the correct answer is option C.