Use Mohr's circle for the biaxial stress state on the sphere's wall, instead of the direct membrane-formula argument.
This matches the physical picture: a sphere spreads pressure load equally in all directions on its surface, so there is no tendency for one direction to shear against another within the wall, which is exactly why spherical pressure vessels are structurally efficient compared to cylindrical ones, where hoop stress is twice the longitudinal stress and a nonzero shear stress appears.
The maximum tensile and shear stresses in the balloon wall are $pR/2t$ and Zero, respectively, matching option (B).