The thesis statement of an MLA paper is meant to be the last sentence in your first paragraph - or answer A. This is the most important part of your essay when writing in MLA. It is essentially the guiding force in your paper. When a thesis statement is done properly, it gives your readers a guide for how your paper is going to read. It will say exactly what you want to prove, and how you will show what you think could be supported by the evidence.
MLA is usually used when dealing with literature. APA is used for science, and that’s a whole different ball of wax. In conclusion, your thesis belongs in the first paragraph for sure, but it doesn’t necessarily have to be the last sentence.