Some degenerate parabola cases form a single straight line, while other cases form one pair of parallel lines.
A degenerate hyperbola forms two lines that intersect at the vertex of the cone. We can rule out choice B.
A degenerate circle is a single point, so we can rule out choice C.
A degenerate ellipse is also a single point. Any circle is an ellipse (but not the other way around). We can rule out choice D.