The correct answer is A. Goddess.
Let's look at all options together. The word <em>Artemis </em>is the name of this goddess, and like all names, it needs to be capitalized. The word <em>we </em>is a pronoun, and by default, it wouldn't need to be capitalized; however, given that it is the first word in a sentence, it needs to be in this case. Finally, the word <em>Greek </em>is the name of a particular nation, and being a name, it needs to be capitalized.
This leaves us with the noun <em>goddess - </em>it is a common noun (not a name), which do not need to be capitalized ever (unless they're the first word in a sentence).