The correct answer is (c) Chris Gayle.
Chris Gayle made the first double century in a Cricket World Cup on 24 February 2015, when he scored 215 not out against Zimbabwe. He batted for 147 balls and hit 16 sixes and 10 fours. His innings helped West Indies to a total of 372/2, which was the highest total in a World Cup match at the time. West Indies went on to win the match by 150 runs.
Brendon McCullum scored 158 not out against England in the 2015 World Cup, but this was not a double century. Rahul Dravid scored 183 against Pakistan in the 2003 World Cup, but this was also not a double century. B.A. Sangakkara scored 194 against Australia in the 2011 World Cup, but this was also not a double century.