Clearly, the one with the burning splint has O2 present, so it must decompose at a lower temperature than the other. The other oxide didn't decompose to the elements at all.
HgO decomposes to Hg and O2 gas at about 4500 C well below the temperature of a laboratory burn flame, but ZnO does not reduce at 10000 C and requires carbon reduction to produce the metal and oxygen gas. Aluminium oxide does not decompose even at 20000 C and requires chemical intervention to reduce it to the elements.
Hence, option B is correct.