The correct answer is B) Complicated. This is because of 2 reasons. The first reason is that complicated and convoluted are synonyms. But assuming you were unsure of that, use these context clues:
-If her argument was straightforward, would they have a problem understanding who the criminal was?
-Knotted doesn't make sense in this context, so we know that's not it
-If the argument was circular, and she's speaking in circles, criminal or not, they're going to jail! They wouldn't be confused.
This makes the only possible answer B) Convoluted
