The first game was between a married couple.
The winner of the first game must have also won the second game. (If he/she didn't play in the second game then the second game would also be between a married couple. If he/she lost, then the third game would have to be between a married couple - unless you allow the loser of the first game to play in the third ).
If the same individual won the first two games, then according to b) and c), the first two games must have been won by Mr. Aye.
According to (b) and (c), this means the third game was won by Mrs. Bee.
This tells us all we need to know.
Game 1: Mr. Aye beats Mrs. Aye
Game 2: Mr. Aye beats Mr. Bee
Game 3: Mrs. Bee beats Mr. Aye
Mrs. Bee is the player who didn't lose a game.
Hence,Option(A)Mrs. Bee is the correct choice.