Answer is Option B
Option A
CFL’s are closed under CONCATENATION operation & hence $L_1.L_2$ is necessarily a context free language.
Option B
CFL’s are NOT closed under INTERSECTION operation & hence $L_1 \cap L_2$ is NOT NECESSARILY a context free language.
Option C
CFL’s are closed under INTERSECTION operation with Regular language & hence $L_1 \cap R$ is necessarily a context free language.
Option D
CFL’s are closed under UNION operation & hence $L_1 \cup L_2$ is necessarily a context free language.