The correct answer is C. Lala Amarnath.
C. K. Nayudu was the first Indian to captain a Test team, but it was not an official Test match. The first official Test match was played in 1932, and the captain of the Indian team was Lala Amarnath.
Vijay Hazare was a great batsman, but he never captained India in a Test match. Vijay Merchant was also a great batsman, but he never captained India in a Test match.
Lala Amarnath was a great all-rounder, and he was the first Indian to score a century in Test cricket. He was also the first Indian to take a five-wicket haul in Test cricket. He was a very successful captain, and he led India to victory in their first Test match against England.