The correct answer is:
C. Helium has a lower density than air.
A helium-filled balloon rises because the density of helium is less than the density of the surrounding air. Since the balloon displaces a volume of air that is heavier than the helium inside, the overall buoyant force on the balloon allows it to rise. In contrast, a balloon filled with air (which has a similar density to the surrounding air) does not experience this buoyant effect and thus does not rise.