Correct Answer & Explanation
Option A
• The reporting verb 'said' remains 'said' as there is no object.
• The conjunction 'that' is used.
• The pronoun 'I' changes to 'he'. The possessive pronoun 'my' changes to 'his'.
• The tense 'have finished' (Present Perfect) changes to 'had finished' (Past Perfect) because the reporting verb is in the past tense. So, options B, C, and D are incorrect for not following these rules.