Correct Answer: I explained that I did not belong there.

Solution : The correct choice is the second 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.

The steps of conversion are as follows:

• The reporting verb "explained" doesn't change.
• There would be no change in the pronoun "I" to maintain the first-person perspective.
• The connector "that" is used to introduce the reported clause.
• The present tense "do" is changed to its past tense "did".
• The adverb "here" is changed to "there".

Therefore, the correct sentence can be: I explained that I did not belong there.