The correct answer is B. captivated.
To captivate means to hold the attention of someone completely. It is often used to describe the way that a performer or speaker can hold the attention of an audience. In this case, the singer’s singing was so good that it held the attention of the entire audience.
The other options are not as accurate. To disappoint means to fail to meet someone’s expectations. To entertain means to provide amusement or enjoyment. To surprise means to cause someone to feel astonishment or wonder. In this case, the singer’s singing did not fail to meet the audience’s expectations, it did not provide amusement or enjoyment, and it did not cause the audience to feel astonishment or wonder. It simply captivated them.