Step 1: Define a natural class and alveolar consonants.
A natural class is a group of sounds that share common phonetic features. Alveolar consonants are produced with the tongue at or near the alveolar ridge (just behind the upper front teeth). Examples include /t, d, s, z, n, l/.
Step 2: Analyze each option.
(A) /s, z, n/ – All three are alveolar: /s/ and /z/ are fricatives, /n/ is a nasal. Despite differences in manner, they share the same place of articulation.
(B) [θ, ʃ, r] – Not all are alveolar. /θ/ is dental, /ʃ/ is postalveolar, and /r/ can be alveolar or postalveolar depending on the variety of English.
(C) /n, j, t/ – /j/ is palatal, not alveolar.
(D) /d, t, l/ – All are alveolar: /d/ and /t/ are stops, /l/ is a lateral.
Conclusion:
Both (A) and (D) contain sets of alveolar consonants forming natural classes.