The answer "d) assess the change via the change control process and if approved amend the project scope statement." is indeed correct. Here are my thoughts:
a> Ignore the request of the team member
It would be wrong to simply "ignore" your team member. Everyone has a right to be heard.
b> decline to make changes and proceed to deliver exactly what the scope statement sets out
By declining the idea of the team member offhand like this you are making two mistakes. (1) You dismiss the input from the team member and he will very likely not give future input. (2) You ignore the opportunity to deliver the best possible solution to the customer without even consulting with the customer.
c> go ahead , make changes and surprise client with the extra capability
This is gold plating. Just making the changes without following proper process is wrong.
d> assess the change via the change control process and if approved amend the project scope statement.
This is the correct approach because (1) you are acknowledging that the input from your team member is valid, (2) you accept the fact that change requests can come from any and every stakeholder on the project, (3) you are guiding the change request into the appropriate change control process, and (4) as part of this process you only implement the change AFTER it has been approved by the responsible change control body (which likely includes your customer).