The whole sentence has incorrect grammar. It should look like this:
"___ fish are usually more expensive than dead ones, because it is not easy to keep them ____ ."
The words "living" and "live" (pronounced to rhyme with "dive") BOTH mean the same thing -- "not dead". The word "living" tends to be used of people, trees and ideas. The word "live" tends to be used with animals and electronics (or electronic broadcasts). So, A.) and B.) are both technically correct. But choice B.) is better, because the sentence is about animals.