Answer E is correct. If all protocols have been configured to not allow for external connections, the only viable connection technique is to use shared memory.
Chapter 1, "Installing and Configuring SQL Server 2005"
SQL Server 2005 Books Online: "SQL Server Database Engine, Administering the Database Engine, Connecting to the SQL Server Database Engine, Client Network Configuration, Choosing a Network Protocol"
"Controlling Net-Libraries and Communications Addresses," http://msdn.microsoft.com/library/default.asp?url=/library/en-us/architec/8_ar_cs_9okz.asp
Within MSDN Library, go to MSDN Home, MSDN Library, Servers and Enterprise Development, SQL Server, SQL Server 2005, Relational Database Components, Communication Components.