The answer would be:
The comb gains electrons.
The hair loses electrons.
In chemistry, the charge depends on the electrons and protons. The electron will give negative charge and proton will give the positive charge. Proton is located in the nucleus of the atoms so it won't easily move like electron which located in the orbit in the atoms perimeter. So, ignore the option with the proton.
If the combs become negatively charged, that means it gain some electron. Since something gain electron, that means another thing is losing an electron. That electron comes from the hair.