Note:
$n=1\,$ is ruled out, since e.g., $A$ consists of the single scalar entry $1$: $A = [1],\; I = I_1,\;, A^2 + I = 2.\;$
Indeed there is no real scalar $\,k\,\neq 0\,$ (in the case $n = 1, A = k\,$) such that $\,k^2 = -1.\,$
So option (A) is ruled out, since $\,n = 1\,$ is odd, and option (D) is ruled out, since $\,n = 1 >0\, n \in \mathbb{Z}^+$.
What remains is to decide between (B) and (C).
You know for $n = 2\,$, the equality is satisfied (hence "(C)" is in the "running") but $n = 2\,$ is also even: so "(B)" has a chance. You can rule out (C) if there exists any $\,n= 2k,\; k\in \mathbb{Z}^+$, $n > 2,\,$ such that $\,A_{n\times n}^2 + I_n\, = 0$.
- Hint: try $n = 4$: construct a $4\times 4$ matrix made of $4$-square block $2 \times 2$ matrices, using your matrix for each of the two block entries on the diagonal, and zero blocks off the diagonal.)
Let $A =
\begin{pmatrix}
1 &-2 \\
1& -1
\end{pmatrix}.
\quad$ So using $A^2 + I = 0$, construct
$A_{4 \times 4} =
\begin{pmatrix}
A & 0 \\
0 & A
\end{pmatrix}
$
$$
A_{4\times 4}^2 + I_4 =
\begin{pmatrix}
A &0 \\
0& A
\end{pmatrix}
\cdot
\begin{pmatrix}
A & 0 \\
0 & A
\end{pmatrix}
+ I_4 =
\begin{pmatrix}
A^2 & 0 \\
0& A^2
\end{pmatrix} +
\begin{pmatrix}
I_2 & 0\\
0 & I_2
\end{pmatrix}
$$
$$
=
\begin{pmatrix}
A^2 + I_2 & 0\\
0 & A^2 + I_2
\end{pmatrix}= 0
$$