its very clear question .
your answer can be (yes) if the person asking you question , starts asking by the words (Do you) or (are you) .
But the question has started with (Wh) . If your question starts with (wh) , then your answer can not be (yes or no) , because it asks you for some information not for saying (yes or no).
i hope it will be helpful to you .
Is there more context? Is this from a textbook or exercise book? If so, what is the topic? Naturally, I would agree with you and put down D as the answer, failing to see why A should be the correct answer, since neither A, B nor C actually match the interrogative 'why'.