A change of state just means it goes into a gas or a liquid or a solid from a liquid gas or solid. It change of state is going from one state to another. A change of state is not the answer.
A physical change can mean something as simple as a change in temperature or a change of state or dissolving in (say) water (like sugar and water). This is not your answer either.
The actual answer is a chemical change. Whenever there is a chemical change, bonds are broken and when that happens, something new is formed. So C is the answer.
