The correct answer is A. Goddess.
Let's look at all options together. The word Artemis is the name of this goddess, and like all names, it needs to be capitalized. The word we is a pronoun, and by default, it wouldn't need to be capitalized; however, given that it is the first word in a sentence, it needs to be in this case. Finally, the word Greek is the name of a particular nation, and being a name, it needs to be capitalized.
This leaves us with the noun goddess - it is a common noun (not a name), which do not need to be capitalized ever (unless they're the first word in a sentence).
