The option that enables multiple-statement execution is . . . . . . . .

This question is asking about a MySQL option that lets you run multiple SQL commands in one go.
Imagine you want to do two things: create a new table and then insert some data into it. Instead of running separate commands, you can use this option to run them together.

Out of the given options, only CLIENT_MULTI_STATEMENTS is the correct answer.
The other options are not valid MySQL options.
So, if you want to run multiple SQL statements in one go, use the CLIENT_MULTI_STATEMENTS option.