C. Stomata
 This is a simple matter of memorizing the definitions. So looking at each of the possible answers:
 A. Chloroplast - photosynthesis takes place here. No gas exchange with the environment, so it's not the correct answer. 
 B. Grana - These are structures contained within the Chloroplast. So also not the correct answer. 
 C. Stomata - Plural of Stoma which are tiny pores in the skin of the leaf or stem of a plant that allows gas to enter and exit from the plant. Sounds like what the question is asking for. This is the correct answer.
 D. Thylakoid - Some more structures within the Chloroplast. So also not the correct answer.