Answer :
The answer is For whom. :)
For whom are you baking those cookies?
Who are you baking those cookies for?
See what I did there? :)
Hope I helped :D
I also agree that the answer is B: whom
in this sentence you are using the preposition + whom grammar structure. Whom is considered an object pronoun and is used when asking who will receive the action, which in this case, I believe is, baking those cookies. Hopefully this makes sense and good luck.