Correct option is A
The correct option is (a) He said, "Alas! I am undone".
Tense change: "Was undone" (past tense) changes to "am undone" (present tense) in direct speech, as he is referring to his current situation.
Pronoun change: "He" changes to "I" to reflect the first person speaking.
Time clause change: There is no time clause in the sentence, so no changes are required.
The exclamatory word "Alas!" remains the same in direct speech to convey emotion, and the tense change brings the situation to the present.
Corrected sentence: He said, "Alas! I am undone".