Annelid characters of Peripatus. Have jointed parapodia like legs, nephridia for excretion and simple gut.
Arthropod characters of Peripatus claws on the legs, haemocoel, trachae for respiration and head with a pair of eyes and antennae.

Prototheria are mammals that lay eggs. They have several characters similar to reptiles like  they have one opening for excretion and reproduction. They  are also similar to reptiles in some aspects of their skeletons. Notably, their legs are on the sides of their bodies rather than underneath them. This results in a reptile-like gait. Hence, option D  is correct.

Ontogeny recapitulates Phylogeny ”or otherwise known as “Ontogeny repeats Phylogeny ” is a heredity theory given by Ernst Haeckel.

Homologous organs - Homologous organs are organs of different organisms, which are dissimilar externallybut similar in origin and in fundamental structural plan. e.g. hand of man and wing of bird. There are other organs called analogous organs which are similar in function and external appearance, but dissimilar in origin and structural plan.

The only explanation for homologous organs is that these animals are the diverging descendants of the common ancestor. Homologous characteristics help to identify an evolutionary relationship between apparently different species.

The insects the mouth parts comprise labrum,mandibles and maxilla (representing similar origin and structure) but they have different functions.
Function of mouth in-
Cockroaches - biting and chewing
Honey bee - chewing and lapping
Mosquito - piercing and sucking.
Evidently,the same structure is developed along different divergent evolution and these structures are Homologous.

The “wisdom teeth,”or last molars, are in man approaching a vestigial condition, since they generally do not appear until relatively late, between the ages of twenty and thirty years, and in many persons are never cut at all. In a large percentage of individuals, they are useless, and they often become impacted and have to be removed surgically.

The theory of recapitulation, also called as the biogenetic law or embryological parallelism often expressed in Ernst Haeckel 's phrase "ontogeny recapitulates phylogeny "is a largely discredited biological hypothesis that in developing from embryo to adult, animals go through stages resembling or representing successive stages in the evolution of their remote ancestors. While examples of embryonic stages show that molecular features of ancestral organisms exist, the theory of recapitulation itself has been viewed within the field of developmental biology as a historical side-note rather than as dogma. 

Therefore, the correct answer is option B.

Analogous organs are the organs of different animals which have different basic structure but perform same function . For example, the wing of a bird and the wing of a butterfly have different structures but they perform similar function so they are analogous organs.

Euglena is a connecting link between animals and plants. Nutrition in Euglena is mixotrophic, when the light is available it is photosynthetic, in darkness, it is saprophytic absorbing food from surrounding water.

Penguins are birds that cannot fly, but are excellent swimmers, which is why they spend a lot of time in the water. Out of 18 penguin species, only 3 species live exclusively in Antarctica, while the rest are scattered in many places around the Southern Hemisphere

Neopilina  is a connecting link between  annelids  and  molluscans. It is the only segmented mollusc. It has a cup shaped shell like that of limpet. Its visceral mass is divided into five segments, each with a pair of shell muscles, gills, auricles, and nephidia.

The evolutionary term descent with modification is most often associated with human evolution, but it is actually a more general term than that would suggest. Simply put, descent with modification means that traits are passed down from generation to generation and sometimes undergo changes or modifications over time. These changes may be caused by natural selection or even a mutation of DNA. It is a theory of organic evolution.

Lycaenops was a mammal-like reptile. It is considered a missing link between reptiles and mammals. Laying shelled eggs is a characteristic of birds and reptiles. Having hair, teats on body and cloaca are characteristics of animals. So, particular animal has shelled eggs, hair and teats on the body and has cloaca, it may be a connecting link between reptiles and mammals. Thus, option C is correct and other options are wrong.