The correct option is
C All of the above
The renal pyramid is the triangular sections of tissue, that constitute the medulla of the kidney. The pyramids consist mainly of tubules that transport urine from the cortical, or outer, part of the kidney, where urine is produced, to the calyces, or cup-shaped cavities in which urine collects before it passes through the ureter to the bladder.
The point of each pyramid, called as the papilla, projects into a calyx. The surface of the papilla has a sieve-like appearance, because of the many small openings from which urine droplets pass.
Each opening represents a tubule called as the duct of Bellini, into which collecting tubules within the pyramid converge. The convoluted tubules are not a part of a renal pyramid.
So, the correct answer is option D.