Oh, this is an interesting one. As Paul says, it is a difficult question. It's a pity that you don't have 'annoyed' as a choice here. It could also be tired - Perhaps she is tired of being interrupted by Helen Bates. When your paper is marked, perhaps you could let us know what the answer was.

Hi Dimin, I would choose "C". Because when you are dismayed, it can also mean distressed, or feel pressure from a person or situation, for example a mean boss or a difficult job. It can cause stress which eventually can make a person feel "ill". "Ill" is choice "C". That was a difficult question, and I am a native speaker. Is there a paragraph that you already read which this question is asking about?

If this is based on a reading text we need the relevant part of the text.