Answer: D
Correct answer: has
Each is singular and governs the verb, so each of the rooms has its own attached bathroom. The plural rooms is the object of of and cannot be the subject. Deleting the phrase leaves each has its own bathroom, which settles it. The possessive its later in the sentence confirms the reading: a singular pronoun requires a singular verb, and the examiner has left that clue in place. Had the sentence read their own bathroom, the mismatch would have been visible from the other direction. The whole group of singular indefinites behaves this way: each, every, either, neither, one, everyone, anyone, somebody and nobody. Have is also a stative verb here, meaning to possess, so the continuous forms offered are wrong on a second count.