The correct option is
A He said that his car had been stolen a few weeks ago.
When we're reporting a speech, we're narrating things that happened
or were said in the past. So, the speech will go one tense back.
In
reported speech, we add a reporting verb (usually 'said'), the subject
changes in narration ('he', 'she' or 'they') and the related words also
change.
Option A: For the reported speech, 'my'
changes to 'his', as the point of view has changed. 'Was stolen' is in the
simple past tense, it changes to 'had been stolen', the past perfect tense.
So, the corrected reported speech for the sentence "My car was stolen a few weeks ago." is:
'He said that his car had been stolen a few weeks ago.'
Hence option A is correct.
Option B: 'Was stolen' hasn't been changed to past perfect tense 'had been stolen'.
Option C: The point of view 'my' hasn't been changed here.
Option D: 'Was stolen' is in simple past tense that needs to be changed to past perfect tense. Instead, it has been changed to present perfect tense 'has been stolen'. As a result, the meaning formed is incomplete.
Hence these options B, C and D are incorrect.