tricky phrasing, but fairly consistent with the concept these questions test: "2.5 STDs from the mean" could be 2.5 STDs above OR 2.5 below the mean, unless noted explicitly (e.g. "two STDs BELOW/ABOVE the mean")
the mean is 20 and the STD is 3. 2.5 STDs is 2.5*3 = 7.5. We're looking for a number that is more than 7.5 away from the mean of 20, either above or below: basically looking for the only answer outside the range 20+/- 7.5 = outside the range of 12.5 to 27.5. Only A works: since 12 is smaller than 12.5, A is indeed "more than 2.5 STDs from the mean".