Correct Answer: Anurag told me that he was going to the store to buy milk and vegetables.

Solution : The correct choice is the fourth option.

Indirect speech, also known as reported speech or indirect discourse, is a way of reporting what someone else has said without quoting their exact words.

• Change the reporting verb from "said" to "told".
• Change the first-person pronoun "I" to the third-person pronoun "he" to match the perspective of Anurag in the reported speech.
• Change the verb tense from the present tense ("am going") to the past tense ("was going") to maintain the sequence of tenses.

Therefore, the correct answer is: Anurag told me that he was going to the store to buy milk and vegetables.