NOTE: As the given sentence is in the direct speech, we will put the direct speech in double inverted commas.
Option A - In the case of direct speech, the spoken sentence should start and end with double inverted commas. As the given sentence doesn't end in double inverted commas. Also, 'race' is not a proper noun and hence it shouldn't be capitalised. Thus option A is incorrect.
Option B - As 'first' is not a proper noun, 'F' shouldn't be capitalised here, Hence, option B is incorrect.
Option D - The direct speech is a simple sentence and not a question, thus a question mark can't be used here. Hence, option D is incorrect.
Option C - The direct speech is written in double inverted commas and ends with a full stop. Hence, option C is the correct answer.
Monali said, "I have come first in the race.'