When the teacher entered the class, we had finished our work.
Therefore, C - Had Finished is the correct answer.
The sentence above has two events. They are:
Notice that both occurred in the past. The rule of proper use of verbs states that where both events have occurred, and one before the other, the proper tense to use is the past perfect tense.
See the link below for more about Past Perfect Tense:
https://brainly.com/question/4161654