In direct quotations (when you state exactly what other person said), hyphens are not necessary to indicate a quote, as that is the sole function of the quotation marks. This rules out options A and D. In regards to options B and C, it really depends on where you're using this sentence. If you are using it as part of an essay, you should cite it appropriately depending on the citation style requested by your teacher. Additionally, one doesn't just quote someone for the sake of quoting someone. A quote should act as support for what you're trying to communicate. In that sense, you would need to analyze how this quote supports your text (but this would actually be done in another sentence.
That being said, the best answer is option C.
