The correct answer is: A. with
The word “pleased” means “feeling or showing pleasure.” In this sentence, the speaker is expressing pleasure at the listener’s visit. The preposition “with” is used to express pleasure or satisfaction with something. For example, “I am pleased with your work.”
The other options are not as appropriate in this context. The word “at” is used to express a location or position. For example, “I am at home.” The word “by” is used to express a means or method. For example, “I was made by my mother.” The word “on” is used to express a time or date. For example, “I will see you on Monday.”