The correct option is A Amphioxus
Amphioxus is cephalochordate and all cephalochordates have a notochord throughout their life.
Petromyzon is a cyclostome, in which the notochord is present in embryonic stages and gets replaced by a vertebral column. It is not a protochordate.
Ascidia and Salpa are urochordates which have notochord in the tail of the larva. Adults lose their tails and also the notochord.
Both urochordate and cephalochordates belong to the protochordate.