Your answer would be a participle phrase. That is the only one of the four that functions only as an adjective. Gerund phrases, pronoun phrases, and infinitive phrases all act as nouns. A participle is a verbal ending like -ing or -ed, etc. and a participle phrase adds other words to describe the verb.
Ex: Sally was running to catch the bus. The participle would be running, and the participle phrase would be "running" along with "to catch the bus", for that is describing what she is running for.