Refer to figure.
Firstly, identify what you are looking at. This is an RMI with both an ADF and VOR displayed. If you look at the arrows towards the bottom of the instrument you will see that the ADF is represented by the single green needle and the VOR is represented by the double yellow needle.

The question is asking about a thunderstorm. VORs are not affected by thunderstorms as they operate in the VHF band, so that answer can immediately be excluded. So can the answer that says neither instrument will be affected - the ADF is most definitely affected as it operates in the low or medium frequency band which is very susceptible to interference from thunderstorms.

When flying in the vicinity of a thunderstorm, the strength of the electrical charge generated by the storm will cause the ADF needle to point at the storm rather than the NDB.

You are told that the storm is on a relative bearing of 350° ie 10° to the left of the aircraft nose. (Indicated by the red dot in the figure.) As you continue along your flight path the needle will continue to point in approximately that direction - possibly the storm will move slightly and possibly your relative bearing will alter slightly, but it will point in that general direction.

Be aware that the bearing (the figure shown at the head or tail of the needle) and the relative bearing (the number of degrees clockwise from the nose of the aircraft - relative to the longitudinal axis of the aircraft) are not the same thing. In this example, the relative bearing given for the storm is 350° but the bearing (QDM in this case) would be 202°. The bearing as you continue the flight will be somewhere around 202°.

The ADF needle will start to point to a bearing between 135° and 225° --> CORRECT. This is the only possible answer.