Why A? And why not the others?

Correct answer: A. Venus

Venus holds the record at about 465 degrees Celsius (870 degrees Fahrenheit) — hot enough to melt lead — because its crushing carbon dioxide atmosphere traps heat in a runaway greenhouse effect. Mercury is the tempting answer since it orbits closest to the Sun, but with almost no atmosphere to hold warmth, its heat escapes and its night side plunges hundreds of degrees below freezing. Mars looks fiery red yet is actually a frigid desert averaging well below zero, and Jupiter's swirling cloud tops are colder still, far out in the dim outer solar system.

Source: NASA Science: Venus facts (science.nasa.gov/venus/venus-facts/)