Correct Answer: We said to them, “Who has called you?”

Solution : The fourth option is the correct choice.

When transforming a question from direct to reported speech, it's important to maintain the correct tense and pronoun reference. The steps of conversion are as follows:

• The reporting verb "asked" is changed to "said" because the sentence is an interrogative sentence.
• The past perfect tense "had called" is changed to the present perfect tense "has called".
• The third-person pronoun "them" is changed to the second-person pronoun "you".
• The words of the speaker are enclosed in the inverted commas.

Therefore, the right answer is: We said to them , “ Who has called you? ”