A series in parallel structure has to have the verbs and nouns in the same grammatical form. In the examples presented in the problem the answer is letter D - Sarah went shopping bought a sweater, a dress and a coat. The nouns are listed in the same way with the article "a": a sweater, a dress and a coat. So it has a parallel structure.
The answer A - Martin bought a bag of popcorn, a box of candy and soda at the movies is not the answer because the noun soda is missing the article "a" so that all of the nouns would be listed in the same way.
The answer B - The manager had to write his report, clean his desk and complete assignments quickly is also not the answer. All of the things being listed have the possessive "his" except assignments, so again, not all the nouns are listed in the same way.
The answer C - Tom picked up his books, his pens, his papers, and the jacket from the hoot. is also not the correct answer because the noun jacket is missing the possessive "his".