Pigeon-hole principle states that if there are n pigeons fly into m hole and n > m then atleast one hole must contain more than one pigeons. And logic of pumping lemma states that- finite state automaton can assume only a finite number of states and because there are infintely many input sequence, by the pigeon hole principle , there must be atleast one state to which the automata returns over and over again.
So, option (D) is correct.