“The Most Dangerous Game” offers a clever play on words, with game carrying two different meanings: (1) human beings as Zaroff's hunted and (2) the competition, or game, between the hunter (Zaroff) and the hunted (Rainsford and other castoffs).
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In this play, the attorney is trying to find out what happened to Mr. Wright and how he died (apparently strangled, but suspected murdered). Mrs. Peters finds the bird, that was supposed to be in the bird cage, strangled. She interprets this as the preparation to the killing of Mr. Wright and hides the bird in a box. The fact that the ladies in the scene have agreed to not disclose the contents of the box and continue to hide it, let us know that the best answer here is option C.