The correct answer is Dog, Cat, and Duck. This can be inferred from the question which asks "Who all were living with the hen on the farm?" The question implies that there are multiple animals living with the hen, and the options provided include Dog, Cat, Duck, Cow, and Rabbit. Since the question asks for all the animals living with the hen, we can eliminate Cow and Rabbit as they are not mentioned in the options. Therefore, the correct answer is Dog, Cat, and Duck.