The correct answer is A. 200 mW.
The power dissipation of a zener diode is given by the following formula:
$P = V_Z I$
where $V_Z$ is the zener voltage and $I$ is the zener current.
In this case, $V_Z = 10 V$ and $I = 20 mA$. Therefore, the power dissipation is:
$P = (10 V)(20 mA) = 200 mW$
Option B is incorrect because it is twice the actual power dissipation. Option C is incorrect because it is one-tenth the actual power dissipation. Option D is incorrect because it is the zener voltage, not the power dissipation. Option E is incorrect because it is not one of the possible answers.