Correct Answer: Bajrang said that he had gone to Chandigarh the day before.

Solution : The correct choice is the first option.

Indirect speech focuses more on the content of what someone says than their exact words.

The steps of conversion are as follows:

• There would be no change in the reporting verb.
• The first-person pronoun "I" is changed to the third-person pronoun "he".
• The simple past tense "went" is changed to the past perfect tense "had gone" to maintain the correct sequence of tenses.
• The connector "that" is used to introduce the reported clause.
• The time expression "yesterday" is changed to "the day before" to provide an indirect reference to the past time.

Therefore, the correct answer is: "Bajrang said that he had gone to Chandigarh the day before."