I see the Count of Monte Christo's fingers all over this question.
I think most people would use "...rather than..." in modern English. In the slightly old fashioned English of the Count, the word "rather" is omitted.
d) is clearly wrong (missing the verb "be")
a) b) and c) are acceptable on grounds of grammar. But I think the choice in the book was between death and prison, hence (a) is probably the answer that the test writer wants.
Also, while you may face the choice of "death or prison", and choose death. Who ever has to choose between "death or insults", and chooses death? However this question is not a test of grammar, but of knowledge of the book and common sense.
a) and c) differ in the omission of "to", but this is allowed as the verbs are parallel. We can omit the word "to" as it would be repeated in "to die" and "to be insulted".