Let's take an example. An adverb is basically an adjective for a verb: it describes a verb, and often ends in -ly. Here's a sentence, WITHOUT PROPER PUNCTUATION: "Slowly Anna walked." What fits here?
Let's work backwards. If D is correct: "Slowly. Anna walked." This is incorrect, because this would make "slowly" part of a separate sentence, not the beginning of the same sentence. This is the same situation for C. If it were correct: "Slowly! Anna walked." This makes it a separate sentence, so C is incorrect. What about B? "Slowly; Anna walked." This is incorrect because it makes "slowly" too separate from "Anna walked." Semicolons are used for completely separate ideas, NOT adverbs. The only right answer is A: "Slowly, Anna walked." This separates the adverb enough so it doesn't confuse, but you still know we are really saying "Anna walked slowly."
Answer: A: a comma