Step 1: Recall cAMP pathway.
cAMP (cyclic adenosine monophosphate) is synthesized from ATP by adenylyl cyclase upon activation of G-protein-coupled receptors (GPCRs).
Step 2: Identify signaling molecules using cAMP.
Hormones such as epinephrine, glucagon, and ACTH use cAMP as a second messenger to activate protein kinase A (PKA).
Step 3: Eliminate incorrect options.
(A) Retinoic acid and (C) Cortisol act via intracellular receptors (nuclear).
(B) Prostaglandins often use IP$_3$/DAG as second messengers.
Step 4: Conclusion.
Hence, cAMP acts as a second messenger for epinephrine.