The correct answer is C.
OBJ-3.3: It is the responsibility of the role that is directing the project (i.e. the project board) to manage risk at the delivery level, and the responsibility of the role managing the project (i.e. the project manager) to manage risk at the project level. It is the responsibility of the role that is managing the team (i.e. the team manager) to manage risk at the delivery level. That does not mean to say that the team-based approach to risk management is no longer needed. The opposite is the case in that when using PRINCE2 with agile the whole team should look out for risks and take ownership of risks when appropriate, but ultimately the accountability for managing them lies with the person managing the team and/or managing the project.