The correct answer is - B. feathered.
The primitive mammals were very small (with a couple of exceptions), rodent-like, also very often described as shrew-like. They were feeding with plants, as well as with insects and the occasional egg. Most of them were night creatures, and they were living in the shadow of the much bigger dinosaurs.
So, they were small, furry, rodent-like, night-dwellers, but there isn't a single evidence that any of the primitive mammals, or any mammal whatsoever, had feathers.