Concept:
Cockroach anatomy includes several specialized structures associated with digestion, excretion, locomotion and water balance.
Step 1: Examine Statement I.
Malpighian tubules arise at the junction of midgut and hindgut.
They are not located between ventriculus and gizzard.
Hence Statement I is false.
Step 2: Examine Statement II.
Rectal papillae reabsorb water and salts from fecal matter.
This mechanism helps conserve water.
Hence Statement II is true.
Step 3: Examine Statement III.
Mandibles move due to contraction of adductor and abductor muscles, not specifically because of dorso-ventral muscles.
Hence Statement III is false.
Step 4: Examine Statement IV.
The wings contain hollow chitinous tubes called nervures.
These provide support and carry nerves and tracheae.
Hence Statement IV is true.
Step 5: Final conclusion.
Correct statements are:
\[
II \text{ and } IV
\]
Hence option (A) is correct.