The correct answer is D.
In diffusion, gases move from areas of higher concentration to areas of lower concentration. As a bird embryo develops, it uses up oxygen in its immediate environment -- the inside of the shell. This lowers the oxygen concentration inside the cell compared with the oxygen concentration outside the shell. The imbalance causes oxygen to move from outside the shell to inside the shell.
If the concentrations inside and outside the shell are equal, as in choice (A), there will be no net movement of a gas in either direction.
So choice (A) is incorrect.
Choice (B) is incorrect because in diffusion, gases do not move from areas of lower concentration to areas of higher concentration.
The same holds true for choice (C).