Take $L = Σ^*$ then $L^c =\varnothing$ and $M^c \cup \varnothing = M^c$
We know that complement of CFL need not be a CFL as CFL is not closed under complement.
So, (A) and (B) are false.
If we take $L = \varnothing$ then $L^c = Σ^*$ and $M^c \cup Σ^* = Σ^*$ which is regular - (C) is also false.
So, answer (D)