The correct answer is B. The set statement in SAS can concatenate multiple datasets together. The AMERICAN and NATIONAL datasets appear to have the same structure and variables, so the set statement without any options will combine them into one dataset called BASEBALL. The order of the datasets in the set statement determines the order of the observations in the output dataset, and since there is no variable that needs renaming to match between the two datasets, option B is the correct answer.
References:
* SAS documentation on the set statement.

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https://v8doc.sas.com/sashtml/lrcon/z0961108.htm
In SAS, the automatic variable _N_ represents the number of times the DATA step has iterated. It starts at 1 and increments by 1 each time the DATA step loops back to the top. This variable can be used within the DATA step to monitor the iteration count but is not written to the output data set. The other options, A, C, and D, are not automatically created variables that track iterations in the DATA step.
References:
* SAS documentation on automatic variables.