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As Lazard mentioned, the correct answer is C - the Project Team. The reason why answer D, Stakeholders, is wrong is because it is too broad of an answer. While, yes, the project team are stakeholders, remember that stakeholders are "an individual, group or organization who may affect, be affected by, or perceive itself to be affected by a decision, activity or outcome of the project." By this definition, almost anyone could technically be a stakeholder!
It is the project team, those directly executing the project, who'd be responsible for creating the lessons learned.
This interview with Simona Fallavollita (LinkedIn Profile) was recorded at the magnificient Project Management Institute (PMI)® Global Conference 2017 in Chicago, Illinois. We discuss the how, what, why and when of the changes that are coming to the PMP exam.