My friend said to me, "Has your father returned from Calcutta?"

The correct answer is B. My friend asked me if my father had returned from Calcutta.

A is incorrect because the friend is asking a question, not making a statement. C is incorrect because the friend is asking about my father, not his own father. D is incorrect because the friend is asking a question, not making a statement.

The friend's question can be paraphrased as "I don't know if your father has returned from Calcutta. Do you know?"