Answer:
Yo soy de
Explanation:
In the conversation Pamela is asking Carolina where is she from. Just like in English you would answer something like "I am from Colombia", the literal translation in Spanish is "Yo soy de Colombia". Answering "yo soy" would translate to "I am Colombia". The other options use the verb vengo which translates to come. So they would say something like "I come from Colombia", which is not incorrect but it's not what was asked.
