The name of a work is cited in a parenthetical citation when the author is unknown. For a shorter work such as a poem or the title of an article, the name of the work should be between quotation marks. If it's a longer work such as the title of a book, it should be in italics. This is according to the most recent edition of the MLA style guidelines. If you can only choose one answer, then this question is flawed and should be reported as such.