You must remember that valves on both sides of the valves open and close at the same time. E.g. the left atria-ventricular valve closes at the same time as the right atrioventricular valve.
To pump blood to the lungs, the blood must be pumped by the right ventricle into the pulmonary artery. In order to do this, the atrioventricular valve on the right must close first. So, the left atrioventricular valve closes since they always close together. To pump blood to the pulmonary artery, the semilunar valve must open on the left must open, which means that the right semilunar valve must also open.
So we have:
Left and right atrioventricular valve closed
Left and right semilunar valve open
This corresponds to option B