The correct answer is $\boxed{\text{B) }0.06}$.
The probability that an ensemble of 25 classifiers will make a wrong prediction is the probability that at least one of the classifiers makes a wrong prediction. The probability that a classifier makes a wrong prediction is $e = 0.35$. The probability that at least one of the classifiers makes a wrong prediction is $1 – (1 – e)^{25} = 1 – (0.65)^{25} \approx 0.06$.
Option A is incorrect because it is the probability that all 25 classifiers make a wrong prediction. This is much less likely than the probability that at least one classifier makes a wrong prediction.
Option C is incorrect because it is the probability that 24 of the classifiers make a wrong prediction. This is also much less likely than the probability that at least one classifier makes a wrong prediction.
Option D is incorrect because it is the probability that 23 of the classifiers make a wrong prediction. This is even less likely than the probability that at least one classifier makes a wrong prediction.