The correct answer is D. no article.
The word "unit" is a countable noun, which means it can be used with a number. In this case, the sentence is about a specific unit that the people finished, so we do not need an article.
If the sentence was about any unit, we would use an indefinite article. For example, "They finished a unit on the American Revolution."
If the sentence was about the only unit in existence, we would use the definite article. For example, "They finished the unit on the American Revolution."