I would choose knight-at-arms, haggard, steed as the correct answer. Your task is to choose words which explain the setting, as well as the mood of this poem. Setting refers to the location of a story, to the time, to people present, etc. which can be seen in words knight-at-arms and steed (the horse he rode when he met the woman). The word haggard (meaning exhausted) refers both to the knight, and the poem itself which tells us a story of how a knight fell in love with a woman, who turned out to be an illusion.
