The correct answer is C. I only.
Here's the reasoning:
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I. It is a physical change. This statement is true. When Jenny makes a sand castle, she is changing the shape and arrangement of the sand, but the sand itself remains the same substance (silica).
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II. It makes a new substance. This statement is false. The process of making a sandcastle does not create a new substance; the sand retains its chemical identity.
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III. It is a chemical change. This statement is false. A chemical change involves a transformation that alters the chemical composition of a substance. Since the sand's chemical identity remains unchanged, it is not a chemical change.
Therefore, only statement I is true.