Only B is correct. This is a bad or strange quiz. For example, the question above has more than one possible correct answer (only D is absolutely wrong).

B is the only correct one. You could say "which" but you cannot say "on which".

The only correct answer out of the possible options is B.

The others are correct. "A day on which I will never forget" doesn't really make sense. It doesn't mean I will remember that day. It means something like "I will not forget things (any sort of things) on that day."