Answer: C) Nathan said, "I'm really sorry..."
Explanation: In almost all the cases, we must use a comma before a quotation mark (one of the exceptions is when the quotation is introduced by a conjunction like "whether", "if" or "that", also sometimes we can use a semicolon or a period to introduce the quotation). In this case the option that uses a comma before the quotation, is option C: Nathan said, "I'm really sorry...".
