Step 1: Recognise the process:
Hexane plus a metal oxide catalyst on alumina at high temperature and pressure is the textbook route to benzene, called aromatisation or reforming.
Step 2: Atom bookkeeping:
$C_6H_{14}$ loses four $H_2$ molecules to give $C_6H_6$. The carbon count stays six, which rules out toluene. No oxygen enters, which rules out phenol.
Step 3: Pick:
Benzene.
Final Answer:
Six carbons are kept, hydrogens are removed, and benzene forms.
\[ \boxed{A} \]