The correct option is C Sulphur dioxide
Non-metals on reaction with oxygen gas form non-metallic oxides. These non-metallic oxides upon reaction with water form acids. So, non-metal oxides are acidic oxides. Hence, a non-metal oxide will turn blue litmus to red.
Here, only sulphur dioxide is a non-metal oxide. While oxides of magnesium, sodium, and copper are metal oxides that are basic in nature.