The correct answer is: Terrified
Frightened refers to someone that is afraid or anxious.
Worried is used to refer to someone that is also anxious or troubled by an actual or potential problem
Although distressed refers to someone suffering from extreme anxiety, sorrow, or pain, it doesn't correctly replaces the purpose of the word scared as it lacks the threatening factor. It is more related to the word worried.
The word terrified refers to someone extremely frightened, it generates a greater connotation than scared and refers to the same feeling.