Answer E is correct. It is quite possible, in particular when working with views previously created, that the view did not have the correct SET option in place when it was originally created. ANSI_NULLS must be set to ON for both the view creation and the application of the index to the view. If the view was not created in this manner, it needs to be dropped and re-created.
For more information, see the following sources:
Chapter 3, "Implementing Database Objects"
SQL Server 2005 Books Online: "SQL Server Database Engine, Designing and Creating Databases, Indexes, Designing Indexes, General Index Design Guidelines, SET options that effect results"
"View Indexes," http://msdn.microsoft.com/library/default.asp?url=/library/en-us/architec/8_ar_da_490z.asp
Within MSDN Library, go to MSDN Home, MSDN Library, Servers and Enterprise Development, SQL Server, SQL Server 2005, Database Architecture, Logical Database Components, SQL Indexes, SQL Server Architecture, View Indexes.