Concept:
A vector is an organism that transmits pathogens from one host to another. Different mosquitoes are responsible for transmitting different diseases.
Step 1: Understand Aedes mosquito.
The female Aedes mosquito (especially Aedes aegypti) is known for transmitting viral diseases such as dengue, chikungunya, and Zika virus.
Step 2: Analyze the given options.
• (A) Malaria → Transmitted by Anopheles mosquito $\times$
• (B) Dermatophytosis → Fungal infection, not vector-borne $\times$
• (C) Dengue → Transmitted by Aedes mosquito \checkmark
• (D) Pneumonia → Not transmitted by mosquitoes $\times$
Step 3: Conclusion.
Thus, the female Aedes mosquito transmits:
\[
\text{Dengue}
\]