Step 1: Use the property of conjugate diameters.
For an ellipse with semi-conjugate diameters \( CP \) and \( CD \), the relation between the diameters is given by:
\[
CP^2 + CD^2 = a^2 + b^2
\]
Step 2: Conclusion.
The correct answer is \( a^2 + b^2 \).